+569.3%
TDG vs VT
+224.4%
+344.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +0.2% |
| 7D | +2.3% | -0.7% | +3.0% | +3.0% |
| 30D | +11.2% | -1.7% | +12.9% | +13.3% |
| 3M | +0.2% | -2.3% | +2.5% | +2.9% |
| 6M | +3.9% | +1.5% | +2.3% | +1.3% |
| YTD | -6.4% | +12.0% | -18.4% | -19.4% |
| 1Y | -3.8% | +12.9% | -16.7% | -18.0% |
| 3Y | +46.8% | +74.9% | -28.2% | -29.9% |
| 5Y | +128.3% | +59.9% | +68.4% | +24.1% |
| 10Y | +569.3% | +224.6% | +344.7% | +37.5% |
| All | +569.3% | +224.4% | +344.9% | +37.5% |
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