+742.6%
VGT vs TPR
+365.1%
+377.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | +5.6% | -1.1% | +6.8% | +5.9% |
| 30D | -10.6% | +15.1% | -25.7% | -14.1% |
| 3M | -6.9% | -13.4% | +6.5% | -4.4% |
| 6M | +0.9% | +1.4% | -0.4% | -1.1% |
| YTD | +20.4% | +4.8% | +15.7% | +16.0% |
| 1Y | +17.4% | +29.2% | -11.8% | +6.6% |
| 3Y | +106.3% | +403.7% | -297.4% | +25.7% |
| 5Y | +107.9% | +230.8% | -123.0% | +37.6% |
| All | +742.6% | +365.1% | +377.6% | +369.2% |
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