+222.7%
TGB vs VT
+57.0%
+165.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.7% |
| 7D | -2.0% | +2.4% | -4.4% | -6.5% |
| 30D | -17.0% | -1.5% | -15.4% | -13.7% |
| 3M | -19.0% | -4.1% | -14.9% | -10.6% |
| 6M | -12.6% | +0.6% | -13.1% | -10.3% |
| YTD | +20.3% | +11.0% | +9.3% | +3.8% |
| 1Y | +61.4% | +13.3% | +48.0% | +34.2% |
| 3Y | +467.5% | +73.4% | +394.1% | +121.7% |
| All | +222.7% | +57.0% | +165.7% | +54.2% |
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 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