-100.0%
TGL vs VOO
+88.7%
-188.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.7% | -0.2% |
| 7D | -11.6% | +0.1% | -11.7% | -11.3% |
| 30D | -83.4% | -3.3% | -80.0% | -82.9% |
| 3M | -94.1% | -2.4% | -91.7% | -94.0% |
| 6M | -96.0% | +2.6% | -98.6% | -96.2% |
| YTD | -97.0% | +11.3% | -108.3% | -97.3% |
| 1Y | -98.9% | +13.4% | -112.3% | -99.0% |
| 3Y | -100.0% | +80.3% | -180.3% | -100.0% |
| All | -100.0% | +88.7% | -188.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling