+432.0%
TGT vs VCLT
+102.9%
+329.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | +25.4% | -2.9% | +28.2% | +25.9% |
| 6M | +33.4% | -4.0% | +37.3% | +34.2% |
| YTD | +65.6% | -2.2% | +67.8% | +66.2% |
| 1Y | +80.3% | -2.6% | +82.9% | +81.0% |
| 3Y | +42.1% | +12.3% | +29.9% | +40.5% |
| 5Y | -25.0% | -16.4% | -8.6% | -27.0% |
| 10Y | +208.2% | +18.1% | +190.1% | +216.6% |
| All | +432.0% | +102.9% | +329.1% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling