+537.0%
TDG vs VCLT
+17.1%
+519.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -1.4% | -0.5% | -1.1% |
| 30D | -7.7% | -1.2% | -6.5% | -7.1% |
| 3M | -9.3% | -4.8% | -4.6% | -6.7% |
| 6M | -9.4% | -2.6% | -6.8% | -7.8% |
| YTD | -14.3% | -3.3% | -10.9% | -12.4% |
| 1Y | -11.8% | -4.8% | -7.0% | -9.2% |
| 3Y | +52.0% | +11.5% | +40.5% | +41.2% |
| 5Y | +128.8% | -17.0% | +145.8% | +153.4% |
| All | +537.0% | +17.1% | +519.9% | +513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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