+444.3%
TGT vs VT
+346.0%
+98.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +2.6% | -2.3% | +4.9% | +4.5% |
| 30D | +5.0% | -5.0% | +9.9% | +9.1% |
| 3M | +8.5% | -4.9% | +13.4% | +12.7% |
| 6M | +23.8% | -1.5% | +25.3% | +24.5% |
| YTD | +66.5% | +8.5% | +58.0% | +54.7% |
| 1Y | +84.9% | +11.4% | +73.5% | +68.1% |
| 3Y | +59.2% | +70.1% | -10.9% | +4.4% |
| 5Y | -27.2% | +53.7% | -80.9% | -48.0% |
| 10Y | +221.5% | +220.0% | +1.5% | +30.7% |
| All | +444.3% | +346.0% | +98.3% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling