-13.2%
TDF vs VT
+10.7%
-23.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +3.4% |
| 7D | +6.3% | -4.2% | +10.4% | +9.0% |
| 30D | -0.5% | -5.8% | +5.3% | +3.4% |
| 3M | -11.4% | -5.2% | -6.1% | -8.3% |
| 6M | -12.7% | +0.1% | -12.8% | -13.1% |
| YTD | -12.2% | +8.2% | -20.4% | -17.4% |
| 1Y | -13.2% | +10.1% | -23.3% | -19.2% |
| All | -13.2% | +10.7% | -23.9% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling