+29.7%
TDW vs VT
+221.8%
-192.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.3% |
| 7D | +13.3% | +2.4% | +11.0% | +10.3% |
| 30D | -4.1% | -1.5% | -2.6% | -2.6% |
| 3M | -13.3% | -4.1% | -9.1% | -9.2% |
| 6M | -2.1% | +0.6% | -2.7% | -3.5% |
| YTD | +57.2% | +11.0% | +46.1% | +36.9% |
| 1Y | +38.1% | +13.3% | +24.8% | +17.4% |
| 3Y | +30.9% | +73.4% | -42.5% | -31.4% |
| 5Y | +568.2% | +57.4% | +510.7% | +286.5% |
| All | +29.7% | +221.8% | -192.0% | -67.9% |
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