+402.7%
TGLS vs VT
+214.8%
+187.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.1% | +9.5% | +10.5% |
| 7D | +17.4% | -4.2% | +21.6% | +23.3% |
| 30D | +23.0% | -5.8% | +28.8% | +31.8% |
| 3M | -5.1% | -5.2% | +0.2% | +1.1% |
| 6M | +6.9% | +0.1% | +6.8% | +6.2% |
| YTD | -9.3% | +8.2% | -17.6% | -18.5% |
| 1Y | -18.5% | +10.1% | -28.6% | -28.4% |
| 3Y | +35.0% | +69.7% | -34.6% | -30.0% |
| 5Y | +59.9% | +53.4% | +6.6% | -3.2% |
| All | +402.7% | +214.8% | +187.9% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling