+118.4%
TDS vs VT
+66.2%
+52.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +12.4% | +0.4% | +12.0% | +12.1% |
| 30D | +6.9% | +1.0% | +5.9% | +6.2% |
| 3M | -4.5% | +2.4% | -6.9% | -6.2% |
| 6M | -16.0% | +12.0% | -28.0% | -22.7% |
| YTD | -7.6% | +15.3% | -22.9% | -16.8% |
| 1Y | -3.8% | +22.6% | -26.4% | -17.1% |
| 3Y | +84.6% | +74.7% | +9.9% | +27.0% |
| All | +118.4% | +66.2% | +52.2% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling