+127.9%
TGS vs VT
+76.6%
+51.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -4.3% |
| 7D | -8.1% | -0.3% | -7.8% | -7.8% |
| 30D | -12.5% | -1.4% | -11.1% | -11.1% |
| 3M | -22.6% | -1.4% | -21.2% | -21.6% |
| 6M | -22.5% | +5.5% | -28.0% | -27.9% |
| YTD | -25.2% | +12.8% | -38.0% | -36.7% |
| 1Y | -21.7% | +15.4% | -37.1% | -35.9% |
| All | +127.9% | +76.6% | +51.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling