+131.2%
TE vs VG
-39.3%
+170.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.0% | +1.7% | -5.7% | -4.2% |
| 30D | -15.9% | +16.0% | -31.9% | -17.7% |
| 3M | -60.5% | +9.7% | -70.3% | -61.3% |
| 6M | -35.2% | +29.6% | -64.8% | -42.0% |
| YTD | -31.1% | +112.0% | -143.2% | -47.3% |
| 1Y | +148.6% | +12.8% | +135.8% | +121.7% |
| All | +131.2% | -39.3% | +170.5% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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