+119.2%
TDVG vs VT
+117.6%
+1.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +3.0% | +2.4% | +0.7% | +1.2% |
| 30D | +4.0% | -1.5% | +5.5% | +5.2% |
| 3M | +1.8% | -4.1% | +5.9% | +5.1% |
| 6M | +9.8% | +0.6% | +9.2% | +8.9% |
| YTD | +15.3% | +11.0% | +4.3% | +5.3% |
| 1Y | +17.2% | +13.3% | +3.8% | +5.2% |
| 3Y | +62.0% | +73.4% | -11.4% | +1.8% |
| 5Y | +58.8% | +57.4% | +1.4% | +7.6% |
| All | +119.2% | +117.6% | +1.6% | +11.3% |
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