-21.7%
TGS vs VT
+15.2%
-36.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.2% |
| 7D | -8.1% | -0.3% | -7.8% | -7.9% |
| 30D | -12.5% | -1.4% | -11.1% | -11.8% |
| 3M | -22.6% | -1.4% | -21.2% | -22.0% |
| 6M | -22.5% | +5.5% | -28.0% | -24.7% |
| YTD | -25.2% | +12.8% | -38.0% | -28.7% |
| 1Y | -21.7% | +15.4% | -37.1% | -27.3% |
| All | -21.7% | +15.2% | -36.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling