+219.8%
VT vs TDG
+559.4%
-339.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.0% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -2.6% | +10.0% | -12.6% | -5.5% |
| 3M | -3.2% | -0.5% | -2.7% | -3.3% |
| 6M | +0.9% | +0.3% | +0.6% | +0.3% |
| YTD | +11.3% | -8.3% | +19.7% | +13.2% |
| 1Y | +14.0% | -5.1% | +19.1% | +14.6% |
| 3Y | +75.8% | +46.5% | +29.3% | +51.2% |
| 5Y | +57.8% | +114.1% | -56.3% | +18.1% |
| 10Y | +219.8% | +555.9% | -336.1% | +79.0% |
| All | +219.8% | +559.4% | -339.6% | +79.0% |
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