+396.2%
VUG vs TT
+744.7%
-348.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -8.9% | -11.8% | +2.9% | -3.6% |
| 3M | -5.9% | -11.6% | +5.7% | -0.8% |
| 6M | -3.3% | -9.3% | +6.0% | +0.2% |
| YTD | +3.4% | +8.9% | -5.5% | -2.6% |
| 1Y | +1.9% | -2.2% | +4.1% | +1.0% |
| 3Y | +76.9% | +91.9% | -15.0% | +24.1% |
| 5Y | +63.9% | +136.0% | -72.1% | +0.7% |
| 10Y | +396.2% | +734.7% | -338.5% | +71.0% |
| All | +396.2% | +744.7% | -348.5% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling