+134.7%
VGT vs TPR
+230.0%
-95.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +0.9% |
| 7D | +1.8% | -3.4% | +5.2% | +2.8% |
| 30D | -0.3% | -27.3% | +27.0% | +8.7% |
| 3M | +3.4% | -16.2% | +19.6% | +7.5% |
| 6M | +35.0% | -17.9% | +52.9% | +40.3% |
| YTD | +28.8% | -7.1% | +35.9% | +28.0% |
| 1Y | +38.0% | +13.6% | +24.4% | +27.6% |
| 3Y | +125.8% | +293.7% | -168.0% | +31.3% |
| 5Y | +134.7% | +239.1% | -104.4% | +37.7% |
| All | +134.7% | +230.0% | -95.2% | +37.7% |
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