-12.1%
TGEN vs VT
+53.2%
-65.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.5% | -5.1% |
| 7D | -34.3% | -4.2% | -30.2% | -30.2% |
| 30D | -42.9% | -5.8% | -37.1% | -37.8% |
| 3M | -59.3% | -5.2% | -54.1% | -55.9% |
| 6M | -69.0% | +0.1% | -69.2% | -68.0% |
| YTD | -69.0% | +8.2% | -77.3% | -70.1% |
| 1Y | -82.7% | +10.1% | -92.8% | -83.5% |
| 3Y | +71.9% | +69.7% | +2.2% | +22.4% |
| 5Y | -12.1% | +53.4% | -65.4% | -16.6% |
| All | -12.1% | +53.2% | -65.3% | -16.6% |
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 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