-59.0%
TGEN vs VT
+215.5%
-274.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.3% |
| 7D | -13.6% | -2.3% | -11.3% | -12.0% |
| 30D | -37.7% | -5.0% | -32.7% | -35.2% |
| 3M | -53.9% | -4.9% | -49.0% | -51.9% |
| 6M | -67.9% | -1.5% | -66.3% | -66.9% |
| YTD | -65.2% | +8.5% | -73.7% | -65.7% |
| 1Y | -78.9% | +11.4% | -90.3% | -79.5% |
| 3Y | +91.1% | +70.1% | +21.0% | +60.8% |
| 5Y | -1.1% | +53.7% | -54.9% | -15.0% |
| All | -59.0% | +215.5% | -274.6% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling