+396.3%
VUG vs TPR
+403.1%
-6.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.2% |
| 7D | +0.5% | +12.7% | -12.2% | -2.4% |
| 30D | -8.2% | +17.1% | -25.2% | -11.8% |
| 3M | -5.4% | -15.9% | +10.4% | -2.4% |
| 6M | -2.5% | +2.6% | -5.2% | -4.4% |
| YTD | +4.2% | +7.5% | -3.3% | +0.2% |
| 1Y | +5.0% | +32.9% | -27.9% | -4.3% |
| 3Y | +81.7% | +413.8% | -332.1% | +15.2% |
| 5Y | +62.5% | +263.9% | -201.3% | +9.1% |
| 10Y | +396.3% | +389.7% | +6.6% | +185.3% |
| All | +396.3% | +403.1% | -6.8% | +185.3% |
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