-63.4%
TTGT vs VT
+219.2%
-282.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +2.6% | +11.8% | +11.3% |
| 7D | -13.2% | +0.4% | -13.6% | -13.5% |
| 30D | -23.4% | -2.6% | -20.8% | -20.8% |
| 3M | -21.4% | -3.2% | -18.1% | -18.3% |
| 6M | -50.5% | +0.9% | -51.4% | -51.4% |
| YTD | -44.1% | +11.3% | -55.4% | -52.0% |
| 1Y | -36.7% | +14.0% | -50.7% | -47.1% |
| 3Y | -89.3% | +75.8% | -165.1% | -94.5% |
| 5Y | -97.1% | +57.8% | -155.0% | -98.3% |
| All | -63.4% | +219.2% | -282.6% | -87.1% |
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