+228.2%
VT vs TDY
+455.3%
-227.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | -0.7% | -13.8% | +13.1% | +5.5% |
| 3M | +4.0% | -3.9% | +7.9% | +5.5% |
| 6M | +12.3% | -9.0% | +21.3% | +16.2% |
| YTD | +14.0% | +16.5% | -2.5% | +6.1% |
| 1Y | +20.3% | +9.3% | +11.0% | +14.6% |
| 3Y | +75.4% | +45.1% | +30.3% | +46.4% |
| 5Y | +66.0% | +35.0% | +31.0% | +40.8% |
| 10Y | +228.2% | +469.0% | -240.8% | +69.8% |
| All | +228.2% | +455.3% | -227.1% | +69.8% |
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