+145.5%
TJGC vs VT
+28.6%
+116.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +1.1% |
| 30D | +2.9% | -5.0% | +7.8% | +5.4% |
| 3M | +771.3% | -4.9% | +776.2% | +785.8% |
| 6M | +514.5% | -1.5% | +516.0% | +475.3% |
| YTD | +1,061.7% | +8.5% | +1,053.3% | +807.6% |
| 1Y | +952.5% | +11.4% | +941.1% | +682.9% |
| All | +145.5% | +28.6% | +116.9% | +73.7% |
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