+723.0%
TGTX vs VT
+222.7%
+500.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -0.8% |
| 7D | -4.0% | -0.1% | -3.8% | -3.7% |
| 30D | +11.2% | -0.7% | +11.8% | +12.4% |
| 3M | +26.0% | +4.0% | +22.0% | +16.1% |
| 6M | +87.2% | +12.3% | +74.9% | +49.5% |
| YTD | +83.3% | +14.0% | +69.3% | +41.5% |
| 1Y | +70.8% | +20.3% | +50.5% | +18.7% |
| 3Y | +426.0% | +75.4% | +350.5% | +71.1% |
| 5Y | +79.4% | +66.0% | +13.4% | -26.6% |
| 10Y | +723.0% | +228.2% | +494.8% | +20.1% |
| All | +723.0% | +222.7% | +500.4% | +20.1% |
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 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