+1,032.6%
TGTX vs VT
+222.7%
+809.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.7% |
| 7D | +11.3% | +2.9% | +8.5% | +6.0% |
| 30D | +18.8% | -2.5% | +21.3% | +24.2% |
| 3M | +30.4% | -3.3% | +33.8% | +37.9% |
| 6M | +51.8% | +1.5% | +50.2% | +44.8% |
| YTD | +116.6% | +11.4% | +105.2% | +73.7% |
| 1Y | +108.2% | +11.9% | +96.3% | +65.2% |
| 3Y | +531.7% | +73.9% | +457.8% | +105.9% |
| 5Y | +103.1% | +57.9% | +45.3% | -9.9% |
| All | +1,032.6% | +222.7% | +809.9% | +94.7% |
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