+69.2%
TDV vs VT
+57.0%
+12.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.8% |
| 7D | +4.6% | +2.4% | +2.3% | +1.9% |
| 30D | +3.2% | -1.5% | +4.7% | +5.1% |
| 3M | -0.7% | -4.1% | +3.4% | +4.4% |
| 6M | +6.5% | +0.6% | +5.9% | +6.1% |
| YTD | +20.3% | +11.0% | +9.2% | +6.7% |
| 1Y | +22.5% | +13.3% | +9.2% | +6.2% |
| 3Y | +70.7% | +73.4% | -2.7% | -8.0% |
| All | +69.2% | +57.0% | +12.2% | +1.7% |
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