-20.8%
TLT vs VGT
+809.1%
-829.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.2% |
| 7D | -1.6% | -1.0% | -0.5% | -1.6% |
| 30D | -1.3% | -0.4% | -0.9% | -1.4% |
| 3M | -3.7% | +6.6% | -10.3% | -3.3% |
| 6M | -6.4% | +31.0% | -37.4% | -4.7% |
| YTD | -4.5% | +27.2% | -31.7% | -2.9% |
| 1Y | -5.9% | +34.5% | -40.3% | -4.0% |
| 3Y | -2.8% | +123.1% | -125.9% | +3.4% |
| 5Y | -35.1% | +135.1% | -170.2% | -30.7% |
| All | -20.8% | +809.1% | -829.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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