+742.6%
VGT vs TT
+737.0%
+5.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.6% | +8.1% | -2.4% | +1.5% |
| 30D | -10.6% | -11.3% | +0.7% | -5.0% |
| 3M | -6.9% | -11.2% | +4.3% | -1.2% |
| 6M | +0.9% | -8.9% | +9.8% | +5.3% |
| YTD | +20.4% | +9.7% | +10.7% | +12.9% |
| 1Y | +17.4% | +1.3% | +16.1% | +14.8% |
| 3Y | +106.3% | +93.4% | +12.9% | +41.4% |
| 5Y | +107.9% | +133.5% | -25.7% | +25.0% |
| All | +742.6% | +737.0% | +5.6% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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