+12,759.1%
TDG vs VMC
+266.5%
+12,492.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.3% |
| 7D | -2.4% | -5.3% | +2.9% | -0.2% |
| 30D | -8.0% | -12.3% | +4.3% | -2.8% |
| 3M | -10.5% | -10.3% | -0.2% | -6.5% |
| 6M | -11.9% | -8.6% | -3.4% | -8.9% |
| YTD | -15.4% | -11.9% | -3.5% | -11.8% |
| 1Y | -14.2% | -13.9% | -0.3% | -9.9% |
| 3Y | +51.0% | +18.2% | +32.9% | +36.4% |
| 5Y | +126.5% | +47.7% | +78.7% | +85.2% |
| 10Y | +535.6% | +152.5% | +383.1% | +308.9% |
| All | +12,759.1% | +266.5% | +12,492.6% | +5,799.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling