-100.0%
TGL vs VOO
+90.7%
-190.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.5% | +6.5% |
| 7D | +18.9% | -0.4% | +19.2% | +19.1% |
| 30D | +3.1% | -1.4% | +4.5% | +4.3% |
| 3M | -27.1% | +3.7% | -30.8% | -29.7% |
| 6M | -29.0% | +13.0% | -42.1% | -36.6% |
| YTD | -51.7% | +12.4% | -64.2% | -56.4% |
| 1Y | -82.4% | +18.6% | -101.0% | -84.6% |
| 3Y | -100.0% | +78.1% | -178.0% | -100.0% |
| All | -100.0% | +90.7% | -190.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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