+123.4%
VRT vs TDY
+11.8%
+111.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.0% |
| 7D | +9.1% | -1.8% | +10.9% | +10.8% |
| 30D | +0.9% | -10.7% | +11.6% | +11.1% |
| 3M | -13.4% | -1.3% | -12.1% | -11.0% |
| 6M | +11.7% | -10.6% | +22.3% | +20.2% |
| YTD | +73.2% | +19.6% | +53.7% | +66.8% |
| 1Y | +123.4% | +11.6% | +111.8% | +121.1% |
| All | +123.4% | +11.8% | +111.6% | +121.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling