+715.9%
VTV vs TDY
+3,053.0%
-2,337.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -1.0% | -12.0% | +11.0% | +4.2% |
| 3M | +4.6% | -3.2% | +7.8% | +5.7% |
| 6M | +13.5% | -7.9% | +21.4% | +16.6% |
| YTD | +18.5% | +18.2% | +0.3% | +9.5% |
| 1Y | +22.9% | +6.7% | +16.2% | +18.2% |
| 3Y | +67.8% | +47.5% | +20.3% | +39.3% |
| 5Y | +81.8% | +39.5% | +42.3% | +52.2% |
| 10Y | +233.0% | +477.2% | -244.2% | +48.7% |
| All | +715.9% | +3,053.0% | -2,337.0% | +107.1% |
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