+483.7%
TGTX vs VT
+69.7%
+413.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.0% |
| 7D | -2.2% | -2.3% | +0.1% | +0.1% |
| 30D | +13.0% | -5.0% | +17.9% | +18.5% |
| 3M | +20.7% | -4.9% | +25.6% | +26.4% |
| 6M | +42.5% | -1.5% | +44.1% | +43.4% |
| YTD | +100.7% | +8.5% | +92.2% | +82.9% |
| 1Y | +79.9% | +11.4% | +68.5% | +59.3% |
| 3Y | +483.7% | +70.1% | +413.6% | +154.6% |
| All | +483.7% | +69.7% | +413.9% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling