+37.4%
TDTT vs VT
+466.6%
-429.2%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.1% | +1.0% | -0.9% | +0.1% |
| 3M | -0.3% | +2.4% | -2.6% | -0.3% |
| 6M | +0.8% | +12.0% | -11.2% | +0.4% |
| YTD | +1.5% | +15.3% | -13.8% | +1.0% |
| 1Y | +1.6% | +22.6% | -21.0% | +0.9% |
| 3Y | +15.4% | +74.7% | -59.2% | +13.2% |
| 5Y | +13.1% | +66.1% | -53.1% | +10.8% |
| 10Y | +35.3% | +225.0% | -189.7% | +30.3% |
| All | +37.4% | +466.6% | -429.2% | +32.2% |
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