+78.5%
VUG vs TDG
+126.1%
-47.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | -0.5% | -1.9% | +1.4% | +0.3% |
| 30D | -1.0% | -7.7% | +6.7% | +2.5% |
| 3M | +3.5% | -9.3% | +12.8% | +7.6% |
| 6M | +14.2% | -9.4% | +23.6% | +18.0% |
| YTD | +8.5% | -14.3% | +22.7% | +14.4% |
| 1Y | +12.9% | -11.8% | +24.7% | +17.0% |
| 3Y | +85.6% | +52.0% | +33.7% | +38.1% |
| All | +78.5% | +126.1% | -47.5% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling