-40.6%
TG vs VT
+53.2%
-93.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +0.9% |
| 7D | -6.3% | -4.2% | -2.1% | -2.1% |
| 30D | +0.1% | -5.8% | +5.9% | +6.3% |
| 3M | -9.4% | -5.2% | -4.2% | -4.3% |
| 6M | -27.9% | +0.1% | -28.1% | -28.3% |
| YTD | -1.9% | +8.2% | -10.2% | -9.8% |
| 1Y | +9.3% | +10.1% | -0.8% | -1.1% |
| 3Y | +47.3% | +69.7% | -22.4% | -9.2% |
| 5Y | -40.6% | +53.4% | -94.0% | -60.5% |
| All | -40.6% | +53.2% | -93.8% | -60.5% |
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