+420.5%
VUG vs TT
+906.5%
-486.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.5% |
| 30D | -1.7% | -6.7% | +5.0% | +1.4% |
| 3M | +2.8% | -5.4% | +8.2% | +4.9% |
| 6M | +13.6% | +4.4% | +9.2% | +10.2% |
| YTD | +8.1% | +14.9% | -6.9% | -0.4% |
| 1Y | +13.1% | +9.3% | +3.8% | +6.4% |
| 3Y | +87.0% | +121.7% | -34.8% | +22.5% |
| 5Y | +76.0% | +148.2% | -72.2% | +6.3% |
| 10Y | +420.5% | +957.3% | -536.8% | +69.3% |
| All | +420.5% | +906.5% | -486.0% | +69.3% |
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 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