+132.3%
VGT vs TLN
+589.3%
-457.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.3% |
| 7D | +1.5% | +5.8% | -4.4% | +0.1% |
| 30D | +0.5% | -6.9% | +7.4% | +2.0% |
| 3M | +5.3% | -10.9% | +16.1% | +7.3% |
| 6M | +32.4% | -4.6% | +37.0% | +32.0% |
| YTD | +28.6% | -14.7% | +43.3% | +30.4% |
| 1Y | +37.6% | -17.9% | +55.6% | +40.2% |
| 3Y | +125.5% | +483.9% | -358.4% | +48.5% |
| All | +132.3% | +589.3% | -457.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling