+745.8%
IVV vs TDG
+13,892.6%
-13,146.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | -2.0% | +9.7% | -11.7% | -5.3% |
| 3M | -2.8% | -2.3% | -0.4% | -2.2% |
| 6M | +2.2% | +1.3% | +0.8% | +1.0% |
| YTD | +11.5% | -8.5% | +20.0% | +13.6% |
| 1Y | +13.5% | -8.1% | +21.6% | +15.3% |
| 3Y | +78.1% | +43.4% | +34.7% | +51.7% |
| 5Y | +73.1% | +127.8% | -54.7% | +23.1% |
| 10Y | +310.4% | +554.4% | -244.0% | +81.3% |
| All | +745.8% | +13,892.6% | -13,146.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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