+95.8%
TLT vs VGT
+2,088.1%
-1,992.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.7% |
| 7D | -3.1% | +2.5% | -5.6% | -2.7% |
| 30D | +1.0% | -9.5% | +10.5% | -0.4% |
| 3M | -2.7% | -9.5% | +6.8% | -4.1% |
| 6M | -4.1% | -1.8% | -2.4% | -4.1% |
| YTD | -5.4% | +18.4% | -23.8% | -2.4% |
| 1Y | -7.0% | +18.7% | -25.8% | -4.0% |
| 3Y | +2.8% | +103.8% | -101.0% | +17.5% |
| 5Y | -35.4% | +104.4% | -139.7% | -25.9% |
| 10Y | -13.1% | +716.9% | -730.0% | +46.3% |
| All | +95.8% | +2,088.1% | -1,992.3% | +349.1% |
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 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