+64.0%
TIGO vs VT
+167.9%
-103.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.0% |
| 7D | +12.1% | +0.4% | +11.8% | +11.5% |
| 30D | +9.2% | -2.6% | +11.8% | +11.4% |
| 3M | -9.9% | -3.2% | -6.7% | -7.4% |
| 6M | +9.7% | +0.9% | +8.7% | +8.1% |
| YTD | +65.5% | +11.3% | +54.2% | +49.1% |
| 1Y | +93.3% | +14.0% | +79.3% | +70.1% |
| 3Y | +552.9% | +75.8% | +477.1% | +269.8% |
| 5Y | +192.3% | +57.8% | +134.5% | +84.6% |
| All | +64.0% | +167.9% | -103.9% | -28.4% |
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