-68.3%
TTGT vs VT
+215.5%
-283.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +0.2% | -23.3% | -23.3% |
| 7D | -25.2% | -2.3% | -22.9% | -23.3% |
| 30D | -33.8% | -5.0% | -28.9% | -29.9% |
| 3M | -38.7% | -4.9% | -33.9% | -35.3% |
| 6M | -55.6% | -1.5% | -54.1% | -55.4% |
| YTD | -51.1% | +8.5% | -59.6% | -56.8% |
| 1Y | -46.6% | +11.4% | -57.9% | -54.2% |
| 3Y | -89.9% | +70.1% | -159.9% | -94.6% |
| 5Y | -97.4% | +53.7% | -151.1% | -98.4% |
| All | -68.3% | +215.5% | -283.9% | -88.7% |
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