+63.0%
TDS vs VT
+224.4%
-161.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -4.0% |
| 7D | -11.7% | -0.7% | -11.0% | -11.0% |
| 30D | -8.7% | -1.7% | -6.9% | -7.1% |
| 3M | -4.5% | -2.3% | -2.2% | -2.5% |
| 6M | -26.5% | +1.5% | -28.0% | -27.7% |
| YTD | -22.3% | +12.0% | -34.3% | -30.2% |
| 1Y | -18.4% | +12.9% | -31.2% | -27.2% |
| 3Y | +83.5% | +74.9% | +8.5% | +10.9% |
| 5Y | +79.9% | +59.9% | +20.0% | +16.8% |
| 10Y | +63.0% | +224.6% | -161.6% | -53.4% |
| All | +63.0% | +224.4% | -161.3% | -53.4% |
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