-25.6%
TGT vs VCLT
-17.3%
-8.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.5% |
| 7D | -5.0% | -1.3% | -3.8% | -4.4% |
| 30D | +3.0% | -1.1% | +4.2% | +3.7% |
| 3M | +22.6% | -3.7% | +26.3% | +25.2% |
| 6M | +31.2% | -4.0% | +35.2% | +34.2% |
| YTD | +63.7% | -3.4% | +67.1% | +66.7% |
| 1Y | +78.5% | -4.1% | +82.6% | +82.5% |
| 3Y | +40.5% | +11.0% | +29.5% | +33.3% |
| 5Y | -25.6% | -17.0% | -8.6% | -24.5% |
| All | -25.6% | -17.3% | -8.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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