+124.3%
TDG vs VO
+42.1%
+82.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -0.4% |
| 30D | -7.7% | -3.0% | -4.7% | -4.8% |
| 3M | -9.3% | +2.8% | -12.2% | -11.8% |
| 6M | -9.4% | +10.9% | -20.3% | -18.2% |
| YTD | -14.3% | +12.5% | -26.7% | -23.7% |
| 1Y | -11.8% | +12.0% | -23.8% | -21.4% |
| 3Y | +52.0% | +56.3% | -4.3% | -4.5% |
| All | +124.3% | +42.1% | +82.1% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling