+2,486.9%
VRT vs TDG
+318.4%
+2,168.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | -8.4% | -1.9% | -6.5% | -7.3% |
| 30D | -10.9% | -7.7% | -3.2% | -6.5% |
| 3M | -13.7% | -9.3% | -4.4% | -8.6% |
| 6M | -4.1% | -9.4% | +5.2% | +0.9% |
| YTD | +58.7% | -14.3% | +73.0% | +71.8% |
| 1Y | +89.6% | -11.8% | +101.5% | +101.1% |
| 3Y | +558.1% | +52.0% | +506.2% | +417.5% |
| 5Y | +953.0% | +128.8% | +824.1% | +573.7% |
| All | +2,486.9% | +318.4% | +2,168.5% | +1,207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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