+2,263.1%
VGT vs TT
+3,024.2%
-761.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.8% | +1.6% | +0.3% | +1.1% |
| 30D | -0.3% | -7.3% | +7.0% | +3.1% |
| 3M | +3.4% | -2.6% | +5.9% | +4.3% |
| 6M | +35.0% | +5.9% | +29.1% | +30.7% |
| YTD | +28.8% | +15.4% | +13.4% | +19.3% |
| 1Y | +38.0% | +8.2% | +29.7% | +31.3% |
| 3Y | +125.8% | +122.7% | +3.1% | +52.9% |
| 5Y | +134.7% | +145.0% | -10.2% | +50.6% |
| 10Y | +792.6% | +893.7% | -101.1% | +200.8% |
| All | +2,263.1% | +3,024.2% | -761.1% | +303.3% |
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