+604.5%
TDG vs VT
+221.8%
+382.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | +1.7% | +2.4% | -0.7% | -1.1% |
| 30D | +9.7% | -1.5% | +11.2% | +11.5% |
| 3M | -2.3% | -4.1% | +1.8% | +2.5% |
| 6M | +1.3% | +0.6% | +0.8% | 0.0% |
| YTD | -8.5% | +11.0% | -19.5% | -20.3% |
| 1Y | -8.1% | +13.3% | -21.5% | -22.1% |
| 3Y | +43.4% | +73.4% | -30.0% | -30.8% |
| 5Y | +127.8% | +57.4% | +70.3% | +26.4% |
| All | +604.5% | +221.8% | +382.7% | +49.8% |
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