+76.5%
VUG vs TT
+140.2%
-63.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -0.3% | -7.2% | +6.8% | +3.1% |
| 3M | -0.7% | -3.0% | +2.3% | +0.1% |
| 6M | +14.6% | +1.4% | +13.3% | +12.5% |
| YTD | +9.0% | +15.9% | -6.9% | -0.5% |
| 1Y | +14.9% | +9.4% | +5.4% | +7.5% |
| 3Y | +86.0% | +124.4% | -38.3% | +14.2% |
| All | +76.5% | +140.2% | -63.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling