+25.4%
VTEB vs TDY
+514.0%
-488.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -2.5% | -12.0% | +9.5% | -2.1% |
| 3M | -3.0% | -3.2% | +0.2% | -2.9% |
| 6M | -2.1% | -7.9% | +5.7% | -1.9% |
| YTD | -1.5% | +18.2% | -19.7% | -2.1% |
| 1Y | +0.2% | +6.7% | -6.5% | -0.2% |
| 3Y | +8.6% | +47.5% | -39.0% | +6.8% |
| 5Y | +1.2% | +39.5% | -38.3% | -0.5% |
| 10Y | +18.1% | +477.2% | -459.1% | +18.1% |
| All | +25.4% | +514.0% | -488.7% | +25.7% |
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