+82.2%
TGRT vs VT
+75.9%
+6.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.1% |
| 30D | -2.0% | -0.7% | -1.4% | -1.2% |
| 3M | +2.5% | +4.0% | -1.5% | -2.1% |
| 6M | +9.9% | +12.3% | -2.4% | -4.4% |
| YTD | +4.0% | +14.0% | -10.1% | -11.2% |
| 1Y | +7.8% | +20.3% | -12.5% | -13.7% |
| 3Y | +76.7% | +75.4% | +1.3% | -7.4% |
| All | +82.2% | +75.9% | +6.2% | -3.4% |
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