-100.0%
TGL price history and return analytics
+86.0%
-186.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.5% | +15.8% | +15.8% |
| 7D | +13.4% | +1.0% | +12.4% | +12.3% |
| 30D | -9.6% | -0.2% | -9.3% | -9.4% |
| 3M | -34.5% | +4.5% | -39.1% | -37.8% |
| 6M | -33.4% | +14.1% | -47.5% | -42.4% |
| YTD | -54.5% | +14.8% | -69.2% | -60.5% |
| 1Y | -81.3% | +21.2% | -102.4% | -84.4% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +86.0% | -186.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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