-100.0%
TGL vs VT
+82.8%
-182.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.1% |
| 7D | -19.8% | -0.3% | -19.5% | -19.5% |
| 30D | -83.6% | -1.4% | -82.1% | -83.5% |
| 3M | -92.5% | -1.4% | -91.1% | -92.5% |
| 6M | -95.2% | +5.5% | -100.7% | -95.6% |
| YTD | -96.6% | +12.8% | -109.5% | -97.1% |
| 1Y | -98.8% | +15.4% | -114.2% | -99.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +82.8% | -182.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling