+134.6%
TNGX vs VT
+112.9%
+21.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.4% | +6.6% |
| 7D | +7.5% | -0.1% | +7.7% | +7.7% |
| 30D | -13.3% | -0.7% | -12.6% | -12.5% |
| 3M | -24.0% | +4.0% | -28.0% | -27.6% |
| 6M | +45.9% | +12.3% | +33.6% | +27.0% |
| YTD | +170.9% | +14.0% | +156.9% | +129.3% |
| 1Y | +251.9% | +20.3% | +231.6% | +176.3% |
| 3Y | +239.9% | +75.4% | +164.5% | +70.2% |
| 5Y | +53.1% | +66.0% | -12.9% | -22.1% |
| All | +134.6% | +112.9% | +21.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling