+1,250.4%
VUG vs TT
+3,037.5%
-1,787.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -0.3% | -7.4% | +7.1% | +2.9% |
| 3M | -0.7% | -3.2% | +2.5% | +0.2% |
| 6M | +14.6% | +1.1% | +13.5% | +13.1% |
| YTD | +9.0% | +15.6% | -6.6% | +1.1% |
| 1Y | +14.9% | +9.2% | +5.7% | +8.8% |
| 3Y | +86.0% | +124.4% | -38.3% | +27.1% |
| 5Y | +76.7% | +138.0% | -61.3% | +16.4% |
| 10Y | +411.3% | +886.4% | -475.1% | +79.8% |
| All | +1,250.4% | +3,037.5% | -1,787.1% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling