+467.2%
TDY vs VO
+200.3%
+266.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -1.1% | -1.5% | +0.4% | +0.4% |
| 30D | -12.0% | -3.0% | -9.0% | -9.3% |
| 3M | -3.2% | +2.8% | -6.0% | -5.9% |
| 6M | -7.9% | +10.9% | -18.8% | -16.8% |
| YTD | +18.2% | +12.5% | +5.8% | +5.4% |
| 1Y | +6.7% | +12.0% | -5.3% | -4.4% |
| 3Y | +47.5% | +56.3% | -8.7% | -6.0% |
| 5Y | +39.5% | +42.9% | -3.4% | -3.6% |
| All | +467.2% | +200.3% | +266.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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