+950.8%
VTI vs TDY
+3,451.7%
-2,500.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -1.4% | -12.0% | +10.6% | +3.2% |
| 3M | +3.6% | -3.2% | +6.8% | +4.7% |
| 6M | +13.6% | -7.9% | +21.5% | +16.6% |
| YTD | +12.9% | +18.2% | -5.3% | +5.3% |
| 1Y | +17.2% | +6.7% | +10.6% | +13.3% |
| 3Y | +75.7% | +47.5% | +28.1% | +49.3% |
| 5Y | +75.4% | +39.5% | +35.9% | +51.2% |
| 10Y | +303.3% | +477.2% | -173.9% | +104.8% |
| All | +950.8% | +3,451.7% | -2,500.9% | +213.9% |
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