+2,267.4%
VGT vs TPR
+1,010.6%
+1,256.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.7% |
| 30D | +1.3% | -23.0% | +24.3% | +8.4% |
| 3M | -1.1% | -12.5% | +11.3% | +1.6% |
| 6M | +32.6% | -21.4% | +54.1% | +39.8% |
| YTD | +29.0% | -3.5% | +32.5% | +27.5% |
| 1Y | +39.7% | +17.4% | +22.3% | +29.6% |
| 3Y | +120.9% | +291.3% | -170.3% | +38.8% |
| 5Y | +133.6% | +241.9% | -108.4% | +48.1% |
| 10Y | +792.6% | +322.7% | +469.9% | +359.6% |
| All | +2,267.4% | +1,010.6% | +1,256.8% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling