-73.4%
TNDM vs VT
+222.7%
-296.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.2% | -3.1% |
| 7D | -7.1% | -0.1% | -6.9% | -6.9% |
| 30D | -16.2% | -0.7% | -15.6% | -15.6% |
| 3M | +8.5% | +4.0% | +4.5% | +2.5% |
| 6M | -8.5% | +12.3% | -20.8% | -21.8% |
| YTD | -13.1% | +14.0% | -27.1% | -27.1% |
| 1Y | +52.1% | +20.3% | +31.8% | +19.3% |
| 3Y | -18.6% | +75.4% | -94.1% | -59.7% |
| 5Y | -84.8% | +66.0% | -150.7% | -91.7% |
| 10Y | -73.4% | +228.2% | -301.6% | -95.9% |
| All | -73.4% | +222.7% | -296.1% | -95.9% |
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