+245.5%
TGS vs VT
+214.8%
+30.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -2.1% |
| 7D | -12.9% | -4.2% | -8.8% | -8.9% |
| 30D | -19.5% | -5.8% | -13.7% | -14.3% |
| 3M | -26.3% | -5.2% | -21.1% | -22.2% |
| 6M | -26.8% | +0.1% | -27.0% | -27.2% |
| YTD | -29.9% | +8.2% | -38.2% | -36.3% |
| 1Y | -26.9% | +10.1% | -37.0% | -34.7% |
| 3Y | +106.6% | +69.7% | +37.0% | +19.6% |
| 5Y | +318.0% | +53.4% | +264.7% | +167.1% |
| All | +245.5% | +214.8% | +30.7% | +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