-100.0%
TGL vs VT
+69.4%
-169.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.5% | -8.2% |
| 7D | -23.0% | -4.2% | -18.8% | -18.9% |
| 30D | -85.6% | -5.8% | -79.8% | -84.8% |
| 3M | -93.6% | -5.2% | -88.3% | -93.3% |
| 6M | -95.8% | +0.1% | -95.9% | -95.9% |
| YTD | -97.0% | +8.2% | -105.3% | -97.4% |
| 1Y | -98.9% | +10.1% | -109.0% | -99.1% |
| All | -100.0% | +69.4% | -169.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling