-47.7%
TG vs VT
+215.5%
-263.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.4% | +0.2% | -23.7% | -23.7% |
| 7D | -28.1% | -2.3% | -25.8% | -26.2% |
| 30D | -24.7% | -5.0% | -19.8% | -20.2% |
| 3M | -30.5% | -4.9% | -25.6% | -26.3% |
| 6M | -46.6% | -1.5% | -45.0% | -45.9% |
| YTD | -24.9% | +8.5% | -33.4% | -32.3% |
| 1Y | -14.3% | +11.4% | -25.7% | -25.0% |
| 3Y | +14.4% | +70.1% | -55.6% | -39.0% |
| 5Y | -54.6% | +53.7% | -108.3% | -72.8% |
| All | -47.7% | +215.5% | -263.3% | -88.2% |
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