+25.3%
VZ vs TDG
+131.7%
-106.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -1.0% | -2.4% | +1.5% | -0.7% |
| 30D | +5.8% | -8.0% | +13.8% | +6.6% |
| 3M | +10.5% | -10.5% | +21.0% | +11.6% |
| 6M | +1.8% | -11.9% | +13.7% | +2.9% |
| YTD | +28.3% | -15.4% | +43.6% | +29.9% |
| 1Y | +22.0% | -14.2% | +36.2% | +23.2% |
| 3Y | +81.8% | +51.0% | +30.8% | +67.4% |
| 5Y | +25.3% | +126.5% | -101.1% | +6.7% |
| All | +25.3% | +131.7% | -106.4% | +6.7% |
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