+113.0%
VWO vs TDG
+547.7%
-434.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -0.1% | -7.7% | +7.6% | +2.0% |
| 3M | +2.2% | -9.3% | +11.6% | +4.6% |
| 6M | +8.8% | -9.4% | +18.1% | +11.0% |
| YTD | +12.4% | -14.3% | +26.6% | +16.1% |
| 1Y | +15.6% | -11.8% | +27.4% | +18.3% |
| 3Y | +62.5% | +52.0% | +10.6% | +40.6% |
| 5Y | +34.3% | +128.8% | -94.6% | +1.9% |
| All | +113.0% | +547.7% | -434.6% | +22.9% |
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