+2,263.5%
VGT vs TDY
+3,053.0%
-789.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -0.2% | -1.1% | +1.0% | +0.3% |
| 30D | -0.4% | -12.0% | +11.6% | +5.3% |
| 3M | +4.4% | -3.2% | +7.6% | +5.9% |
| 6M | +32.1% | -7.9% | +39.9% | +36.7% |
| YTD | +28.8% | +18.2% | +10.6% | +18.9% |
| 1Y | +35.3% | +6.7% | +28.7% | +30.4% |
| 3Y | +124.8% | +47.5% | +77.2% | +86.1% |
| 5Y | +137.9% | +39.5% | +98.4% | +101.6% |
| 10Y | +814.2% | +477.2% | +337.1% | +311.8% |
| All | +2,263.5% | +3,053.0% | -789.5% | +474.4% |
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 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