+96.2%
TDF vs VT
+356.1%
-259.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -1.6% | +2.9% | +2.7% |
| 30D | -4.2% | -2.5% | -1.7% | -2.1% |
| 3M | -14.3% | -1.3% | -13.0% | -13.4% |
| 6M | -16.8% | +3.1% | -19.9% | -19.1% |
| YTD | -16.1% | +10.9% | -27.0% | -23.4% |
| 1Y | -16.6% | +12.1% | -28.7% | -24.7% |
| 3Y | +20.1% | +73.9% | -53.8% | -26.0% |
| 5Y | -38.8% | +58.0% | -96.8% | -59.3% |
| 10Y | +27.4% | +225.5% | -198.1% | -56.5% |
| All | +96.2% | +356.1% | -259.9% | -53.0% |
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