+228.8%
VTV vs TPR
+364.3%
-135.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +3.8% | +15.1% | -11.3% | +0.4% |
| 3M | +1.6% | +3.5% | -2.0% | +0.4% |
| 6M | +11.2% | +0.4% | +10.8% | +9.8% |
| YTD | +22.0% | +4.6% | +17.4% | +18.5% |
| 1Y | +24.9% | +33.1% | -8.2% | +14.7% |
| 3Y | +78.5% | +396.0% | -317.5% | +15.8% |
| 5Y | +77.8% | +230.3% | -152.5% | +23.1% |
| All | +228.8% | +364.3% | -135.5% | +83.1% |
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