+124.3%
TDG vs VTEB
+1.2%
+123.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -1.9% | -0.9% | -0.9% | -1.1% |
| 30D | -7.7% | -2.5% | -5.2% | -5.8% |
| 3M | -9.3% | -3.0% | -6.4% | -7.0% |
| 6M | -9.4% | -2.1% | -7.3% | -7.6% |
| YTD | -14.3% | -1.5% | -12.8% | -13.0% |
| 1Y | -11.8% | +0.2% | -12.0% | -11.6% |
| 3Y | +52.0% | +8.6% | +43.4% | +38.5% |
| All | +124.3% | +1.2% | +123.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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