+12.9%
VUG vs TGT
+78.4%
-65.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -0.5% | -5.2% | +4.7% | -0.2% |
| 30D | -1.0% | +1.2% | -2.1% | -1.1% |
| 3M | +3.5% | +18.4% | -14.9% | +2.3% |
| 6M | +14.2% | +33.4% | -19.3% | +11.1% |
| YTD | +8.5% | +63.8% | -55.3% | +2.9% |
| 1Y | +12.9% | +77.2% | -64.3% | +4.2% |
| All | +12.9% | +78.4% | -65.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling