+12,981.4%
TDG vs VFC
+80.5%
+12,901.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -0.9% | +0.8% | -1.8% | -1.2% |
| 30D | -6.5% | -11.9% | +5.4% | -2.7% |
| 3M | -5.1% | -20.2% | +15.1% | +1.0% |
| 6M | -11.5% | -23.0% | +11.4% | -5.4% |
| YTD | -13.9% | -26.2% | +12.3% | -7.3% |
| 1Y | -11.5% | -13.3% | +1.9% | -11.0% |
| 3Y | +53.7% | -25.5% | +79.1% | +33.8% |
| 5Y | +135.5% | -78.1% | +213.6% | +246.7% |
| 10Y | +535.2% | -68.8% | +604.0% | +653.4% |
| All | +12,981.4% | +80.5% | +12,901.0% | +5,848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling