-89.7%
TNDM vs VT
+269.8%
-359.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.1% | +0.4% | -7.6% | -7.7% |
| 30D | +1.6% | +1.0% | +0.6% | +0.4% |
| 3M | +2.3% | +2.4% | -0.1% | -1.2% |
| 6M | -15.0% | +12.0% | -27.0% | -26.3% |
| YTD | -9.5% | +15.3% | -24.8% | -24.2% |
| 1Y | +60.6% | +22.6% | +38.0% | +25.3% |
| 3Y | -28.5% | +74.7% | -103.2% | -62.5% |
| 5Y | -82.6% | +66.1% | -148.7% | -90.1% |
| 10Y | -71.8% | +225.0% | -296.8% | -91.8% |
| All | -89.7% | +269.8% | -359.4% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling