-48.1%
TDOC vs VT
+215.5%
-263.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -7.1% |
| 7D | +3.1% | -2.3% | +5.4% | +6.1% |
| 30D | +57.7% | -5.0% | +62.7% | +68.2% |
| 3M | +31.3% | -4.9% | +36.2% | +39.9% |
| 6M | +29.0% | -1.5% | +30.5% | +29.9% |
| YTD | +25.3% | +8.5% | +16.8% | +11.7% |
| 1Y | +15.1% | +11.4% | +3.7% | -0.6% |
| 3Y | -47.9% | +70.1% | -118.0% | -72.2% |
| 5Y | -94.0% | +53.7% | -147.7% | -96.3% |
| All | -48.1% | +215.5% | -263.6% | -79.6% |
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