+121.1%
TPLC price history and return analytics
+138.0%
-16.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +2.7% | +2.4% | +0.3% | +0.4% |
| 30D | +3.9% | -1.5% | +5.4% | +5.3% |
| 3M | -0.5% | -4.1% | +3.6% | +3.4% |
| 6M | +7.4% | +0.6% | +6.8% | +6.2% |
| YTD | +14.1% | +11.0% | +3.0% | +2.1% |
| 1Y | +14.7% | +13.3% | +1.3% | +0.5% |
| 3Y | +53.8% | +73.4% | -19.6% | -12.1% |
| 5Y | +42.5% | +57.4% | -14.9% | -10.3% |
| All | +121.1% | +138.0% | -16.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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