+87.9%
TGRW vs VT
+123.5%
-35.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | +0.3% |
| 7D | +0.4% | -0.1% | +0.6% | +0.6% |
| 30D | -1.6% | -0.7% | -0.9% | -0.7% |
| 3M | +0.8% | +4.0% | -3.2% | -4.1% |
| 6M | +9.2% | +12.3% | -3.1% | -6.1% |
| YTD | +2.5% | +14.0% | -11.5% | -13.6% |
| 1Y | +6.1% | +20.3% | -14.2% | -16.6% |
| 3Y | +67.1% | +75.4% | -8.3% | -19.8% |
| 5Y | +38.4% | +66.0% | -27.5% | -27.2% |
| All | +87.9% | +123.5% | -35.6% | -31.1% |
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