-25.1%
TGT vs VGT
+136.3%
-161.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | +1.2% | -0.4% | +1.6% | +1.3% |
| 3M | +18.4% | +4.4% | +14.0% | +15.1% |
| 6M | +33.4% | +32.1% | +1.4% | +13.9% |
| YTD | +63.8% | +28.8% | +35.0% | +41.3% |
| 1Y | +77.2% | +35.3% | +41.8% | +48.2% |
| 3Y | +41.8% | +124.8% | -83.0% | -15.1% |
| All | -25.1% | +136.3% | -161.4% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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