+537.0%
TDG vs IVZ
+65.9%
+471.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -0.9% |
| 30D | -7.7% | +3.0% | -10.7% | -8.8% |
| 3M | -9.3% | +14.9% | -24.2% | -14.6% |
| 6M | -9.4% | +36.7% | -46.1% | -20.5% |
| YTD | -14.3% | +25.7% | -39.9% | -22.7% |
| 1Y | -11.8% | +47.7% | -59.5% | -25.9% |
| 3Y | +52.0% | +138.8% | -86.9% | -0.9% |
| 5Y | +128.8% | +62.1% | +66.7% | +70.5% |
| All | +537.0% | +65.9% | +471.1% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling