-63.8%
TIGR vs VT
+146.5%
-210.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -2.8% |
| 7D | +1.0% | +0.4% | +0.7% | +0.4% |
| 30D | -11.2% | -2.6% | -8.6% | -7.3% |
| 3M | -18.0% | -3.2% | -14.7% | -13.4% |
| 6M | -38.9% | +0.9% | -39.8% | -39.9% |
| YTD | -58.7% | +11.3% | -70.0% | -64.8% |
| 1Y | -61.5% | +14.0% | -75.5% | -68.4% |
| 3Y | -14.7% | +75.8% | -90.5% | -62.1% |
| 5Y | -41.9% | +57.8% | -99.7% | -68.1% |
| All | -63.8% | +146.5% | -210.3% | -86.3% |
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