-14.0%
TDW vs VT
+222.7%
-236.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.9% |
| 7D | -7.5% | -0.1% | -7.4% | -7.4% |
| 30D | +3.8% | -0.7% | +4.5% | +4.5% |
| 3M | +27.2% | +4.0% | +23.2% | +21.0% |
| 6M | +14.9% | +12.3% | +2.6% | -0.9% |
| YTD | +84.3% | +14.0% | +70.2% | +55.8% |
| 1Y | +59.6% | +20.3% | +39.3% | +26.3% |
| 3Y | +34.8% | +75.4% | -40.6% | -30.5% |
| 5Y | +741.5% | +66.0% | +675.5% | +355.6% |
| 10Y | -14.0% | +228.2% | -242.2% | -81.3% |
| All | -14.0% | +222.7% | -236.7% | -81.3% |
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