+1,605.5%
TDY vs VCLT
+102.9%
+1,502.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -13.8% | +0.1% | -13.9% | -13.8% |
| 3M | -3.9% | -2.9% | -1.0% | -3.3% |
| 6M | -9.0% | -4.0% | -5.0% | -8.3% |
| YTD | +16.5% | -2.2% | +18.8% | +17.1% |
| 1Y | +9.3% | -2.6% | +11.9% | +9.9% |
| 3Y | +45.1% | +12.3% | +32.8% | +42.3% |
| 5Y | +35.0% | -16.4% | +51.4% | +34.4% |
| 10Y | +469.0% | +18.1% | +450.9% | +509.7% |
| All | +1,605.5% | +102.9% | +1,502.6% | +2,693.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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