+537.0%
TDG vs VMC
+156.6%
+380.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -1.9% | -3.8% | +1.9% | +0.2% |
| 30D | -7.7% | -9.7% | +2.0% | -2.4% |
| 3M | -9.3% | -9.6% | +0.3% | -4.6% |
| 6M | -9.4% | -4.8% | -4.5% | -7.5% |
| YTD | -14.3% | -10.9% | -3.4% | -10.4% |
| 1Y | -11.8% | -15.6% | +3.8% | -5.2% |
| 3Y | +52.0% | +19.3% | +32.7% | +29.3% |
| 5Y | +128.8% | +48.0% | +80.8% | +68.2% |
| All | +537.0% | +156.6% | +380.4% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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