+51.7%
TGLS vs VT
+59.7%
-8.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.7% | +6.3% | +5.6% |
| 7D | +13.9% | -0.3% | +14.2% | +14.4% |
| 30D | +22.6% | -1.4% | +24.1% | +25.2% |
| 3M | -7.1% | -1.4% | -5.7% | -5.1% |
| 6M | +5.1% | +5.5% | -0.3% | -2.8% |
| YTD | -14.0% | +12.8% | -26.8% | -28.4% |
| 1Y | -24.5% | +15.4% | -40.0% | -39.4% |
| 3Y | +28.1% | +76.9% | -48.8% | -46.7% |
| All | +51.7% | +59.7% | -8.0% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling