+35.5%
TDTF vs VT
+441.5%
-406.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | +0.2% | -1.7% | +1.9% | +0.2% |
| 3M | -1.9% | -2.3% | +0.4% | -1.9% |
| 6M | -3.0% | +1.5% | -4.5% | -3.0% |
| YTD | -1.0% | +12.0% | -13.0% | -1.2% |
| 1Y | -1.4% | +12.9% | -14.2% | -1.5% |
| 3Y | +13.5% | +74.9% | -61.4% | +12.7% |
| 5Y | +2.6% | +59.9% | -57.3% | +1.5% |
| 10Y | +29.4% | +224.6% | -195.2% | +29.8% |
| All | +35.5% | +441.5% | -406.0% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling