+386.3%
VNQ vs TDY
+2,411.6%
-2,025.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -1.3% | -1.1% | -0.1% | -0.7% |
| 30D | -2.6% | -12.0% | +9.5% | +3.8% |
| 3M | -2.0% | -3.2% | +1.2% | -0.9% |
| 6M | +4.3% | -7.9% | +12.2% | +7.6% |
| YTD | +9.2% | +18.2% | -9.0% | -1.5% |
| 1Y | +5.6% | +6.7% | -1.0% | 0.0% |
| 3Y | +30.8% | +47.5% | -16.7% | +2.8% |
| 5Y | +8.0% | +39.5% | -31.5% | -14.1% |
| 10Y | +63.7% | +477.2% | -413.5% | -44.3% |
| All | +386.3% | +2,411.6% | -2,025.3% | -13.9% |
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