+535.2%
TDG vs VT
+221.4%
+313.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -0.9% | +1.0% | -1.9% | -2.1% |
| 30D | -6.5% | -0.2% | -6.3% | -6.3% |
| 3M | -5.1% | +4.5% | -9.6% | -10.3% |
| 6M | -11.5% | +14.1% | -25.6% | -25.1% |
| YTD | -13.9% | +14.8% | -28.6% | -27.7% |
| 1Y | -11.5% | +21.2% | -32.6% | -30.9% |
| 3Y | +53.7% | +76.6% | -22.9% | -26.9% |
| 5Y | +135.5% | +66.6% | +68.9% | +22.0% |
| 10Y | +535.2% | +222.3% | +312.9% | +50.7% |
| All | +535.2% | +221.4% | +313.7% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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