+38.6%
TGRW vs VT
+66.2%
-27.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +1.7% | +1.0% | +0.6% | +0.3% |
| 30D | -1.5% | -0.2% | -1.3% | -1.2% |
| 3M | +0.6% | +4.5% | -4.0% | -5.0% |
| 6M | +11.0% | +14.1% | -3.0% | -6.6% |
| YTD | +3.1% | +14.8% | -11.7% | -14.1% |
| 1Y | +7.2% | +21.2% | -14.0% | -16.9% |
| 3Y | +68.0% | +76.6% | -8.5% | -21.3% |
| 5Y | +38.6% | +66.6% | -28.0% | -27.2% |
| All | +38.6% | +66.2% | -27.6% | -27.2% |
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