+1,052.4%
TGTX vs VT
+223.7%
+828.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +1.3% |
| 7D | +5.7% | +0.4% | +5.4% | +5.1% |
| 30D | +14.5% | -2.6% | +17.1% | +19.8% |
| 3M | +27.4% | -3.2% | +30.6% | +34.4% |
| 6M | +47.9% | +0.9% | +46.9% | +42.6% |
| YTD | +112.6% | +11.3% | +101.3% | +70.7% |
| 1Y | +96.6% | +14.0% | +82.6% | +50.4% |
| 3Y | +525.0% | +75.8% | +449.2% | +99.1% |
| 5Y | +82.8% | +57.8% | +25.0% | -18.8% |
| 10Y | +1,052.4% | +219.8% | +832.6% | +102.3% |
| All | +1,052.4% | +223.7% | +828.7% | +102.3% |
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