-35.0%
TG vs VT
+66.2%
-101.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.5% | +0.4% | -1.0% | -1.0% |
| 30D | -0.1% | +1.0% | -1.1% | -1.1% |
| 3M | -2.3% | +2.4% | -4.6% | -4.9% |
| 6M | -17.2% | +12.0% | -29.2% | -26.4% |
| YTD | +8.1% | +15.3% | -7.3% | -6.7% |
| 1Y | +0.5% | +22.6% | -22.1% | -18.2% |
| 3Y | +49.2% | +74.7% | -25.4% | -11.2% |
| All | -35.0% | +66.2% | -101.2% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling