+219.2%
VT vs TDY
+465.6%
-246.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.1% | -2.6% | +2.5% | +0.8% |
| 30D | -3.1% | +5.3% | -8.4% | -5.3% |
| 3M | -3.5% | -6.4% | +2.9% | -1.2% |
| 6M | +0.5% | +4.0% | -3.5% | -1.7% |
| YTD | +10.8% | +26.5% | -15.7% | -0.7% |
| 1Y | +11.9% | +24.2% | -12.3% | +1.0% |
| 3Y | +73.0% | +68.8% | +4.2% | +35.0% |
| 5Y | +58.6% | +45.9% | +12.8% | +30.0% |
| 10Y | +219.2% | +451.1% | -231.9% | +70.8% |
| All | +219.2% | +465.6% | -246.5% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling