+203.6%
TGT vs VIG
+250.0%
-46.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.6% |
| 7D | -5.2% | -1.1% | -4.2% | -4.2% |
| 30D | +1.2% | -2.7% | +3.9% | +4.0% |
| 3M | +18.4% | +2.5% | +15.8% | +15.4% |
| 6M | +33.4% | +9.2% | +24.2% | +22.2% |
| YTD | +63.8% | +9.8% | +54.0% | +49.2% |
| 1Y | +77.2% | +12.4% | +64.8% | +57.9% |
| 3Y | +41.8% | +55.9% | -14.1% | -7.3% |
| 5Y | -25.5% | +63.9% | -89.5% | -52.9% |
| All | +203.6% | +250.0% | -46.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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