-0.4%
TLT vs VGT
+123.9%
-124.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | +0.3% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | -1.7% | +3.4% | -5.1% | -1.9% |
| 6M | -4.9% | +35.0% | -39.9% | -5.9% |
| YTD | -2.8% | +28.8% | -31.6% | -3.7% |
| 1Y | -4.2% | +38.0% | -42.2% | -5.4% |
| All | -0.4% | +123.9% | -124.2% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling