+433.6%
TGLS vs VT
+362.5%
+71.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.7% | -1.6% | +4.3% | +4.3% |
| 30D | +14.0% | -2.5% | +16.5% | +16.9% |
| 3M | -14.9% | -1.3% | -13.6% | -13.8% |
| 6M | -6.2% | +3.1% | -9.3% | -9.0% |
| YTD | -20.4% | +10.9% | -31.3% | -28.3% |
| 1Y | -31.7% | +12.1% | -43.8% | -39.1% |
| 3Y | +18.5% | +73.9% | -55.4% | -30.3% |
| 5Y | +39.3% | +58.0% | -18.7% | -8.3% |
| 10Y | +349.7% | +225.5% | +124.3% | +94.3% |
| All | +433.6% | +362.5% | +71.0% | +129.9% |
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 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