+535.6%
TDG vs VCIT
+29.2%
+506.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | -8.0% | -0.5% | -7.5% | -7.4% |
| 3M | -10.5% | -0.9% | -9.5% | -9.4% |
| 6M | -11.9% | -1.9% | -10.0% | -9.7% |
| YTD | -15.4% | -1.0% | -14.4% | -14.2% |
| 1Y | -14.2% | +0.2% | -14.4% | -14.3% |
| 3Y | +51.0% | +19.0% | +32.0% | +22.8% |
| 5Y | +126.5% | +3.1% | +123.4% | +121.0% |
| 10Y | +535.6% | +29.8% | +505.8% | +479.5% |
| All | +535.6% | +29.2% | +506.4% | +479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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