+169.7%
VEA vs TDY
+1,234.3%
-1,064.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.5% |
| 7D | -1.5% | -1.1% | -0.3% | -0.9% |
| 30D | -0.8% | -12.0% | +11.2% | +5.1% |
| 3M | +2.5% | -3.2% | +5.7% | +3.8% |
| 6M | +11.1% | -7.9% | +19.0% | +15.0% |
| YTD | +17.2% | +18.2% | -1.0% | +7.6% |
| 1Y | +24.5% | +6.7% | +17.9% | +19.5% |
| 3Y | +75.4% | +47.5% | +27.9% | +42.1% |
| 5Y | +61.1% | +39.5% | +21.6% | +31.5% |
| 10Y | +163.1% | +477.2% | -314.1% | -2.4% |
| All | +169.7% | +1,234.3% | -1,064.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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