+2,110.3%
VGT vs TT
+2,870.4%
-760.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.6% | +8.1% | -2.4% | +2.0% |
| 30D | -10.6% | -11.3% | +0.7% | -5.6% |
| 3M | -6.9% | -11.2% | +4.3% | -1.9% |
| 6M | +0.9% | -8.9% | +9.8% | +4.9% |
| YTD | +20.4% | +9.7% | +10.7% | +14.1% |
| 1Y | +17.4% | +1.3% | +16.1% | +15.3% |
| 3Y | +106.3% | +93.4% | +12.9% | +49.6% |
| 5Y | +107.9% | +133.5% | -25.7% | +36.4% |
| 10Y | +730.9% | +739.9% | -9.0% | +201.8% |
| All | +2,110.3% | +2,870.4% | -760.2% | +285.7% |
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