-44.1%
VG vs TDY
+26.0%
-70.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +5.0% |
| 7D | +15.1% | +9.4% | +5.7% | +9.4% |
| 30D | -4.2% | +5.9% | -10.1% | -7.2% |
| 3M | -3.1% | -5.7% | +2.6% | +0.2% |
| 6M | +0.3% | +2.4% | -2.1% | -2.8% |
| YTD | +95.5% | +26.8% | +68.7% | +39.7% |
| 1Y | +64.4% | +24.7% | +39.8% | +20.2% |
| All | -44.1% | +26.0% | -70.1% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling