+9.6%
TG vs VT
+374.2%
-364.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.5% | +0.4% | -1.0% | -1.1% |
| 30D | -0.1% | +1.0% | -1.1% | -1.2% |
| 3M | -2.3% | +2.4% | -4.6% | -5.3% |
| 6M | -17.2% | +12.0% | -29.2% | -27.7% |
| YTD | +8.1% | +15.3% | -7.3% | -8.7% |
| 1Y | +0.5% | +22.6% | -22.1% | -20.7% |
| 3Y | +49.2% | +74.7% | -25.4% | -21.5% |
| 5Y | -34.7% | +66.1% | -100.9% | -64.2% |
| 10Y | -29.1% | +225.0% | -254.1% | -81.7% |
| All | +9.6% | +374.2% | -364.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling