+537.0%
TDG vs VNQ
+64.0%
+472.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.6% |
| 7D | -1.9% | -1.3% | -0.6% | -0.8% |
| 30D | -7.7% | -2.6% | -5.1% | -5.6% |
| 3M | -9.3% | -2.0% | -7.3% | -8.0% |
| 6M | -9.4% | +4.3% | -13.7% | -12.9% |
| YTD | -14.3% | +9.2% | -23.5% | -21.0% |
| 1Y | -11.8% | +5.6% | -17.4% | -16.5% |
| 3Y | +52.0% | +30.8% | +21.1% | +14.6% |
| 5Y | +128.8% | +8.0% | +120.9% | +107.1% |
| All | +537.0% | +64.0% | +472.9% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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