+393.0%
TDIV vs VT
+221.4%
+171.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | +1.7% | +1.0% | +0.7% | +0.6% |
| 30D | -0.8% | -0.2% | -0.6% | -0.6% |
| 3M | -1.2% | +4.5% | -5.8% | -5.9% |
| 6M | +21.4% | +14.1% | +7.4% | +5.1% |
| YTD | +20.7% | +14.8% | +5.9% | +3.8% |
| 1Y | +25.3% | +21.2% | +4.1% | +1.6% |
| 3Y | +107.2% | +76.6% | +30.6% | +12.5% |
| 5Y | +116.8% | +66.6% | +50.2% | +25.7% |
| 10Y | +393.0% | +222.3% | +170.8% | +44.5% |
| All | +393.0% | +221.4% | +171.6% | +44.5% |
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