+377.4%
VT vs TDY
+1,070.3%
-692.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.4% | -1.8% | +2.3% | +1.3% |
| 30D | +1.0% | -10.7% | +11.7% | +6.5% |
| 3M | +2.4% | -1.3% | +3.7% | +2.8% |
| 6M | +12.0% | -10.6% | +22.6% | +17.5% |
| YTD | +15.3% | +19.6% | -4.2% | +4.6% |
| 1Y | +22.6% | +11.6% | +10.9% | +14.5% |
| 3Y | +74.7% | +45.2% | +29.5% | +41.0% |
| 5Y | +66.1% | +36.1% | +30.1% | +36.3% |
| 10Y | +225.0% | +458.8% | -233.8% | +17.8% |
| All | +377.4% | +1,070.3% | -692.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling