+101.1%
TLT vs VGT
+2,283.9%
-2,182.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -0.3% |
| 30D | -0.6% | +1.3% | -1.9% | -0.4% |
| 3M | -2.7% | -1.1% | -1.6% | -2.8% |
| 6M | -5.6% | +32.6% | -38.3% | -1.1% |
| YTD | -2.8% | +29.0% | -31.8% | +1.5% |
| 1Y | -1.4% | +39.7% | -41.1% | +4.4% |
| 3Y | -1.6% | +120.9% | -122.5% | +13.7% |
| 5Y | -33.8% | +133.6% | -167.4% | -22.3% |
| 10Y | -21.1% | +792.6% | -813.7% | +34.5% |
| All | +101.1% | +2,283.9% | -2,182.8% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling