+22.8%
TDC vs VT
+374.2%
-351.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.9% |
| 30D | +6.9% | +1.0% | +6.0% | +5.9% |
| 3M | -19.6% | +2.4% | -22.0% | -21.6% |
| 6M | -2.3% | +12.0% | -14.3% | -12.6% |
| YTD | -7.9% | +15.3% | -23.2% | -19.6% |
| 1Y | +36.6% | +22.6% | +14.0% | +12.9% |
| 3Y | -38.8% | +74.7% | -113.5% | -63.2% |
| 5Y | -50.8% | +66.1% | -117.0% | -68.7% |
| 10Y | -11.7% | +225.0% | -236.7% | -68.3% |
| All | +22.8% | +374.2% | -351.4% | -68.9% |
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