+226.3%
VTV vs TPR
+318.3%
-91.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -2.1% | -5.1% | +3.1% | -0.9% |
| 30D | -1.3% | -27.6% | +26.2% | +5.4% |
| 3M | +5.6% | -17.5% | +23.1% | +9.4% |
| 6M | +12.4% | -21.3% | +33.7% | +17.1% |
| YTD | +17.6% | -8.5% | +26.1% | +18.0% |
| 1Y | +23.5% | +11.5% | +12.0% | +17.9% |
| 3Y | +67.0% | +288.0% | -221.0% | +14.8% |
| 5Y | +80.5% | +225.2% | -144.6% | +24.8% |
| All | +226.3% | +318.3% | -91.9% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling