+555.9%
TDG vs VT
+223.7%
+332.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.3% |
| 7D | +0.4% | +0.4% | +0.1% | -0.2% |
| 30D | +10.0% | -2.6% | +12.6% | +13.3% |
| 3M | -0.5% | -3.2% | +2.7% | +3.3% |
| 6M | +0.3% | +0.9% | -0.6% | -1.5% |
| YTD | -8.3% | +11.3% | -19.7% | -20.4% |
| 1Y | -5.1% | +14.0% | -19.1% | -20.2% |
| 3Y | +46.5% | +75.8% | -29.3% | -30.5% |
| 5Y | +114.1% | +57.8% | +56.3% | +18.4% |
| 10Y | +555.9% | +219.8% | +336.1% | +42.5% |
| All | +555.9% | +223.7% | +332.2% | +42.5% |
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