+72.6%
VZ vs TDG
+551.7%
-479.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.5% | +1.7% | -0.2% | +1.3% |
| 30D | +4.4% | +9.7% | -5.3% | +3.3% |
| 3M | -2.4% | -2.3% | 0.0% | -2.2% |
| 6M | +1.4% | +1.3% | +0.1% | +1.1% |
| YTD | +21.4% | -8.5% | +29.9% | +22.0% |
| 1Y | +20.3% | -8.1% | +28.4% | +20.8% |
| 3Y | +57.4% | +43.4% | +14.0% | +48.6% |
| 5Y | +21.9% | +127.8% | -105.8% | +7.7% |
| All | +72.6% | +551.7% | -479.0% | +40.2% |
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