+916.4%
VRT vs TDG
+125.9%
+790.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | -7.7% | -2.7% | -5.0% | -5.5% |
| 30D | -12.0% | -9.3% | -2.7% | -4.6% |
| 3M | -11.7% | -7.1% | -4.6% | -6.4% |
| 6M | -8.1% | -11.2% | +3.1% | -0.1% |
| YTD | +53.2% | -15.3% | +68.5% | +71.9% |
| 1Y | +81.7% | -12.5% | +94.1% | +96.4% |
| 3Y | +535.3% | +51.2% | +484.1% | +310.7% |
| 5Y | +916.4% | +126.1% | +790.2% | +351.2% |
| All | +916.4% | +125.9% | +790.5% | +351.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling