+812.9%
VGT vs TPR
+299.5%
+513.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +1.5% | -7.3% | +8.8% | +3.5% |
| 30D | +0.5% | -30.7% | +31.3% | +9.9% |
| 3M | +5.3% | -21.6% | +26.9% | +11.1% |
| 6M | +32.4% | -21.3% | +53.8% | +38.8% |
| YTD | +28.6% | -10.2% | +38.8% | +29.5% |
| 1Y | +37.6% | +9.5% | +28.1% | +30.7% |
| 3Y | +125.5% | +280.8% | -155.3% | +48.7% |
| 5Y | +135.2% | +218.7% | -83.5% | +58.1% |
| 10Y | +812.9% | +306.7% | +506.2% | +420.8% |
| All | +812.9% | +299.5% | +513.4% | +420.8% |
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