+537.0%
TDG vs VFC
-69.1%
+606.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | -7.7% | -9.0% | +1.3% | -5.4% |
| 3M | -9.3% | -24.2% | +14.8% | -3.3% |
| 6M | -9.4% | -18.5% | +9.1% | -5.6% |
| YTD | -14.3% | -25.9% | +11.6% | -8.9% |
| 1Y | -11.8% | -13.0% | +1.2% | -11.4% |
| 3Y | +52.0% | -20.3% | +72.3% | +32.4% |
| 5Y | +128.8% | -78.1% | +206.9% | +261.6% |
| All | +537.0% | -69.1% | +606.1% | +809.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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