+537.0%
TDG vs VO
+200.3%
+336.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -1.9% | -1.5% | -0.4% | -0.1% |
| 30D | -7.7% | -3.0% | -4.7% | -4.3% |
| 3M | -9.3% | +2.8% | -12.2% | -12.3% |
| 6M | -9.4% | +10.9% | -20.3% | -19.7% |
| YTD | -14.3% | +12.5% | -26.7% | -25.4% |
| 1Y | -11.8% | +12.0% | -23.8% | -23.1% |
| 3Y | +52.0% | +56.3% | -4.3% | -12.2% |
| 5Y | +128.8% | +42.9% | +85.9% | +47.7% |
| All | +537.0% | +200.3% | +336.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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