-38.0%
VG vs TDY
+17.8%
-55.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.7% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | +11.1% | -12.5% | +23.6% | +19.9% |
| 3M | +14.9% | -1.2% | +16.1% | +13.6% |
| 6M | +18.4% | -6.6% | +24.9% | +20.0% |
| YTD | +116.6% | +18.5% | +98.1% | +60.8% |
| 1Y | +9.4% | +10.8% | -1.4% | -11.9% |
| All | -38.0% | +17.8% | -55.8% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling