+62.5%
VUG vs TGT
-27.7%
+90.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +2.5% | +2.6% | -0.1% | +1.9% |
| 30D | -6.3% | +4.7% | -11.0% | -7.4% |
| 3M | -6.0% | +4.6% | -10.6% | -7.3% |
| 6M | -3.5% | +34.9% | -38.4% | -10.9% |
| YTD | +3.9% | +70.9% | -67.0% | -10.1% |
| 1Y | +5.1% | +84.4% | -79.3% | -11.0% |
| 3Y | +77.9% | +69.1% | +8.7% | +43.1% |
| All | +62.5% | -27.7% | +90.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling