+447.6%
TGLS vs VT
+380.9%
+66.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +2.1% | +0.4% | +1.6% | +1.7% |
| 30D | -14.5% | +1.0% | -15.4% | -15.2% |
| 3M | -4.1% | +2.4% | -6.5% | -6.5% |
| 6M | -10.0% | +12.0% | -22.0% | -19.6% |
| YTD | -18.3% | +15.3% | -33.6% | -29.2% |
| 1Y | -42.9% | +22.6% | -65.4% | -53.5% |
| 3Y | +5.3% | +74.7% | -69.4% | -38.3% |
| 5Y | +94.1% | +66.1% | +27.9% | +22.1% |
| 10Y | +325.9% | +225.0% | +100.9% | +78.4% |
| All | +447.6% | +380.9% | +66.8% | +127.0% |
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