+43.3%
TDC vs VT
+345.0%
-301.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -1.6% |
| 7D | -5.4% | -4.2% | -1.3% | -1.5% |
| 30D | +10.5% | -5.8% | +16.3% | +16.9% |
| 3M | +24.7% | -5.2% | +30.0% | +31.2% |
| 6M | +8.8% | +0.1% | +8.6% | +8.4% |
| YTD | +7.5% | +8.2% | -0.7% | -0.4% |
| 1Y | +19.2% | +10.1% | +9.0% | +8.5% |
| 3Y | -26.5% | +69.7% | -96.1% | -54.5% |
| 5Y | -33.0% | +53.4% | -86.4% | -54.0% |
| 10Y | +23.8% | +219.2% | -195.4% | -54.6% |
| All | +43.3% | +345.0% | -301.7% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling