+718.4%
VTV vs TPR
+969.2%
-250.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.2% |
| 7D | +0.3% | -3.4% | +3.7% | +1.2% |
| 30D | +0.1% | -27.3% | +27.5% | +8.4% |
| 3M | +6.2% | -16.2% | +22.4% | +10.4% |
| 6M | +13.5% | -17.9% | +31.4% | +17.9% |
| YTD | +18.9% | -7.1% | +26.0% | +18.9% |
| 1Y | +25.8% | +13.6% | +12.2% | +18.4% |
| 3Y | +68.7% | +293.7% | -225.0% | +7.8% |
| 5Y | +80.3% | +239.1% | -158.8% | +14.8% |
| 10Y | +226.3% | +311.2% | -84.8% | +69.4% |
| All | +718.4% | +969.2% | -250.8% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling