-25.6%
TGT vs VIG
+61.5%
-87.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.6% |
| 7D | -5.0% | -2.2% | -2.8% | -2.4% |
| 30D | +3.0% | -3.2% | +6.3% | +7.3% |
| 3M | +22.6% | +3.0% | +19.6% | +18.1% |
| 6M | +31.2% | +8.1% | +23.1% | +18.9% |
| YTD | +63.7% | +9.1% | +54.6% | +46.7% |
| 1Y | +78.5% | +12.6% | +65.9% | +53.9% |
| 3Y | +40.5% | +55.4% | -14.9% | -19.6% |
| 5Y | -25.6% | +62.8% | -88.4% | -59.9% |
| All | -25.6% | +61.5% | -87.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling