+0.5%
TAGG vs VT
+67.0%
-66.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +2.3% | -2.6% | +4.9% | +2.5% |
| 3M | -0.1% | -3.2% | +3.2% | +0.2% |
| 6M | -0.5% | +0.9% | -1.5% | -0.6% |
| YTD | 0.0% | +11.3% | -11.3% | -0.9% |
| 1Y | +0.4% | +14.0% | -13.6% | -0.7% |
| 3Y | +16.8% | +75.8% | -59.1% | +11.2% |
| 5Y | -0.2% | +57.8% | -58.1% | -6.1% |
| All | +0.5% | +67.0% | -66.5% | -5.2% |
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