+215.8%
TGT vs VT
+222.7%
-6.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | +0.4% | +0.3% | +0.4% |
| 30D | +12.2% | +1.0% | +11.2% | +11.3% |
| 3M | +33.8% | +2.4% | +31.4% | +30.7% |
| 6M | +39.3% | +12.0% | +27.3% | +25.7% |
| YTD | +72.9% | +15.3% | +57.5% | +51.9% |
| 1Y | +84.6% | +22.6% | +62.0% | +54.0% |
| 3Y | +46.2% | +74.7% | -28.4% | -9.3% |
| 5Y | -21.3% | +66.1% | -87.5% | -49.4% |
| All | +215.8% | +222.7% | -6.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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