+76.6%
VT vs TDY
+47.5%
+29.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | -0.2% | -12.5% | +12.2% | +4.4% |
| 3M | +4.5% | -1.2% | +5.7% | +4.8% |
| 6M | +14.1% | -6.6% | +20.6% | +16.3% |
| YTD | +14.8% | +18.5% | -3.7% | +7.4% |
| 1Y | +21.2% | +10.8% | +10.4% | +15.9% |
| 3Y | +76.6% | +47.5% | +29.1% | +51.0% |
| All | +76.6% | +47.5% | +29.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling