+68.3%
TGB vs VT
+374.2%
-305.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -8.0% | +0.4% | -8.4% | -8.5% |
| 30D | +3.3% | +1.0% | +2.3% | +1.9% |
| 3M | +10.7% | +2.4% | +8.4% | +8.7% |
| 6M | +3.3% | +12.0% | -8.7% | -9.5% |
| YTD | +49.3% | +15.3% | +34.0% | +26.1% |
| 1Y | +151.5% | +22.6% | +128.9% | +95.6% |
| 3Y | +490.9% | +74.7% | +416.2% | +190.1% |
| 5Y | +337.8% | +66.1% | +271.7% | +143.1% |
| 10Y | +1,777.8% | +225.0% | +1,552.8% | +326.4% |
| All | +68.3% | +374.2% | -305.9% | -79.6% |
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