+210.0%
TGT vs VT
+224.4%
-14.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.4% |
| 7D | +0.5% | -0.7% | +1.2% | +1.1% |
| 30D | +6.7% | -1.7% | +8.4% | +8.1% |
| 3M | +8.4% | -2.3% | +10.7% | +10.4% |
| 6M | +40.7% | +1.5% | +39.2% | +38.0% |
| YTD | +72.2% | +12.0% | +60.2% | +54.7% |
| 1Y | +86.2% | +12.9% | +73.3% | +66.1% |
| 3Y | +68.8% | +74.9% | -6.1% | +4.1% |
| 5Y | -25.2% | +59.9% | -85.1% | -50.6% |
| 10Y | +210.0% | +224.6% | -14.6% | +33.7% |
| All | +210.0% | +224.4% | -14.3% | +33.7% |
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