+67.6%
TDS vs VT
+215.5%
-148.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.4% |
| 7D | -4.2% | -2.3% | -1.9% | -1.9% |
| 30D | -7.0% | -5.0% | -2.1% | -2.7% |
| 3M | -8.6% | -4.9% | -3.7% | -4.5% |
| 6M | -27.6% | -1.5% | -26.1% | -26.9% |
| YTD | -19.6% | +8.5% | -28.1% | -25.7% |
| 1Y | -14.3% | +11.4% | -25.6% | -22.7% |
| 3Y | +86.4% | +70.1% | +16.4% | +15.5% |
| 5Y | +94.5% | +53.7% | +40.7% | +30.9% |
| All | +67.6% | +215.5% | -148.0% | -49.8% |
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