+51.5%
TDC vs VT
+363.9%
-312.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.3% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | +15.7% | -1.4% | +17.2% | +17.3% |
| 3M | +0.6% | -1.4% | +2.0% | +1.9% |
| 6M | +18.0% | +5.5% | +12.6% | +11.9% |
| YTD | +13.7% | +12.8% | +0.9% | +1.2% |
| 1Y | +67.1% | +15.4% | +51.7% | +45.7% |
| 3Y | -22.2% | +76.9% | -99.1% | -53.8% |
| 5Y | -39.2% | +60.4% | -99.6% | -60.0% |
| 10Y | +31.0% | +232.8% | -201.8% | -53.9% |
| All | +51.5% | +363.9% | -312.4% | -60.9% |
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