+1,250.4%
VUG vs TPR
+1,010.6%
+239.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | -0.3% | -23.0% | +22.7% | +6.2% |
| 3M | -0.7% | -12.5% | +11.8% | +2.0% |
| 6M | +14.6% | -21.4% | +36.1% | +20.5% |
| YTD | +9.0% | -3.5% | +12.5% | +7.9% |
| 1Y | +14.9% | +17.4% | -2.5% | +7.1% |
| 3Y | +86.0% | +291.3% | -205.2% | +20.2% |
| 5Y | +76.7% | +241.9% | -165.2% | +15.1% |
| 10Y | +411.3% | +322.7% | +88.6% | +173.0% |
| All | +1,250.4% | +1,010.6% | +239.8% | +355.7% |
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