-47.5%
TDOC vs VT
+223.7%
-271.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -0.8% |
| 7D | +4.1% | +0.4% | +3.7% | +3.6% |
| 30D | +55.6% | -2.6% | +58.2% | +60.9% |
| 3M | +25.9% | -3.2% | +29.2% | +31.3% |
| 6M | +23.9% | +0.9% | +22.9% | +21.0% |
| YTD | +28.3% | +11.3% | +17.0% | +10.8% |
| 1Y | +19.3% | +14.0% | +5.3% | +0.1% |
| 3Y | -42.7% | +75.8% | -118.5% | -70.6% |
| 5Y | -93.7% | +57.8% | -151.6% | -96.3% |
| 10Y | -47.5% | +219.8% | -267.3% | -79.6% |
| All | -47.5% | +223.7% | -271.2% | -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