+80.0%
VUG vs TPR
+407.3%
-327.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -1.1% | +6.4% | -7.5% | -2.3% |
| 30D | -7.0% | +13.8% | -20.8% | -9.4% |
| 3M | -3.7% | -16.6% | +12.9% | -0.7% |
| 6M | -1.6% | +0.7% | -2.3% | -2.9% |
| YTD | +5.1% | +5.3% | -0.2% | +1.9% |
| 1Y | +3.8% | +32.4% | -28.6% | -4.9% |
| All | +80.0% | +407.3% | -327.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling