+2,060.0%
VGT vs TT
+2,847.8%
-787.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -13.6% | -11.8% | -1.9% | -8.6% |
| 3M | -8.0% | -11.6% | +3.6% | -2.9% |
| 6M | -1.5% | -9.3% | +7.8% | +2.6% |
| YTD | +17.7% | +8.9% | +8.8% | +11.9% |
| 1Y | +13.8% | -2.2% | +16.0% | +13.5% |
| 3Y | +101.6% | +91.9% | +9.7% | +46.7% |
| 5Y | +106.7% | +136.0% | -29.3% | +35.0% |
| 10Y | +717.0% | +734.7% | -17.7% | +197.6% |
| All | +2,060.0% | +2,847.8% | -787.8% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling