-98.5%
TVGN vs VT
+60.3%
-158.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +3.0% |
| 30D | +9.6% | -1.4% | +11.0% | +10.6% |
| 3M | -31.2% | +4.7% | -36.0% | -33.1% |
| 6M | -6.4% | +11.4% | -17.8% | -11.8% |
| YTD | -56.0% | +13.1% | -69.0% | -58.8% |
| 1Y | -83.3% | +19.0% | -102.3% | -84.7% |
| 3Y | -98.6% | +73.9% | -172.6% | -98.9% |
| All | -98.5% | +60.3% | -158.9% | -98.8% |
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