-49.4%
VG vs TDY
+25.7%
-75.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -7.7% | -2.6% | -5.1% | -6.2% |
| 30D | -8.8% | +5.3% | -14.1% | -11.4% |
| 3M | -15.6% | -6.4% | -9.2% | -12.3% |
| 6M | +5.2% | +4.0% | +1.2% | +0.6% |
| YTD | +76.9% | +26.5% | +50.4% | +26.6% |
| 1Y | +42.5% | +24.2% | +18.3% | +4.7% |
| All | -49.4% | +25.7% | -75.1% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling