+19.6%
TMO vs VGT
+123.9%
-104.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +1.1% | -0.4% | +1.6% | +1.2% |
| 3M | +28.3% | +4.4% | +23.9% | +25.9% |
| 6M | +23.3% | +32.1% | -8.8% | +9.9% |
| YTD | +5.5% | +28.8% | -23.3% | -5.2% |
| 1Y | +24.5% | +35.3% | -10.8% | +9.5% |
| 3Y | +19.6% | +124.8% | -105.2% | -19.5% |
| All | +19.6% | +123.9% | -104.3% | -19.5% |
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