+717.0%
VGT vs TPR
+386.9%
+330.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.1% | +12.1% | -16.2% | -7.1% |
| 30D | -13.6% | +16.7% | -30.3% | -17.3% |
| 3M | -8.0% | -17.4% | +9.4% | -4.4% |
| 6M | -1.5% | +2.3% | -3.8% | -3.7% |
| YTD | +17.7% | +7.1% | +10.6% | +12.7% |
| 1Y | +13.8% | +29.5% | -15.7% | +3.3% |
| 3Y | +101.6% | +415.0% | -313.5% | +22.3% |
| 5Y | +106.7% | +261.5% | -154.8% | +33.9% |
| 10Y | +717.0% | +383.3% | +333.7% | +349.5% |
| All | +717.0% | +386.9% | +330.1% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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