+297.8%
VTI vs TDG
+547.7%
-249.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -0.9% | -1.9% | +1.0% | -0.3% |
| 30D | -1.4% | -7.7% | +6.3% | +1.1% |
| 3M | +3.6% | -9.3% | +12.9% | +6.7% |
| 6M | +13.6% | -9.4% | +23.0% | +16.5% |
| YTD | +12.9% | -14.3% | +27.2% | +17.6% |
| 1Y | +17.2% | -11.8% | +29.0% | +20.6% |
| 3Y | +75.7% | +52.0% | +23.7% | +47.8% |
| 5Y | +75.4% | +128.8% | -53.4% | +27.0% |
| All | +297.8% | +547.7% | -249.9% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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