+1,504.8%
TDY vs VIG
+614.0%
+890.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -1.8% | -1.2% | -0.7% | -0.4% |
| 30D | -13.8% | -2.8% | -10.9% | -10.7% |
| 3M | -3.9% | +2.5% | -6.3% | -6.6% |
| 6M | -9.0% | +8.1% | -17.1% | -17.1% |
| YTD | +16.5% | +9.6% | +7.0% | +4.5% |
| 1Y | +9.3% | +14.2% | -4.9% | -6.9% |
| 3Y | +45.1% | +56.1% | -11.0% | -16.5% |
| 5Y | +35.0% | +62.8% | -27.9% | -26.2% |
| 10Y | +469.0% | +248.2% | +220.8% | +17.3% |
| All | +1,504.8% | +614.0% | +890.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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