+99.1%
VGT vs TPR
+255.4%
-156.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -7.2% | +14.2% | -21.4% | -10.9% |
| 30D | -16.1% | +17.1% | -33.2% | -20.2% |
| 3M | -9.2% | -17.7% | +8.5% | -4.9% |
| 6M | -0.7% | -10.2% | +9.5% | +0.3% |
| YTD | +15.6% | +4.9% | +10.6% | +10.3% |
| 1Y | +14.4% | +36.1% | -21.8% | -0.2% |
| 3Y | +105.2% | +416.5% | -311.2% | +7.7% |
| All | +99.1% | +255.4% | -156.2% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling