-34.9%
TLT vs VGT
+134.3%
-169.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -0.3% | +1.5% | -1.7% | -0.3% |
| 30D | 0.0% | +0.5% | -0.6% | 0.0% |
| 3M | -2.9% | +5.3% | -8.1% | -3.1% |
| 6M | -6.3% | +32.4% | -38.7% | -7.3% |
| YTD | -3.3% | +28.6% | -31.9% | -4.3% |
| 1Y | -4.2% | +37.6% | -41.8% | -5.4% |
| 3Y | -1.7% | +125.5% | -127.2% | -5.5% |
| 5Y | -34.9% | +135.2% | -170.1% | -39.0% |
| All | -34.9% | +134.3% | -169.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling