+241.7%
TGS vs VT
+215.5%
+26.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -9.0% | -2.3% | -6.7% | -6.7% |
| 30D | -17.9% | -5.0% | -13.0% | -13.5% |
| 3M | -25.9% | -4.9% | -21.1% | -22.2% |
| 6M | -31.7% | -1.5% | -30.2% | -30.9% |
| YTD | -30.7% | +8.5% | -39.2% | -37.1% |
| 1Y | -26.3% | +11.4% | -37.7% | -35.0% |
| 3Y | +111.2% | +70.1% | +41.1% | +22.0% |
| 5Y | +313.4% | +53.7% | +259.7% | +163.5% |
| All | +241.7% | +215.5% | +26.2% | +2.0% |
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