+294.4%
TD vs VCLT
+21.5%
+272.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.9% |
| 30D | +5.2% | +0.8% | +4.5% | +4.9% |
| 3M | +1.2% | -2.7% | +3.9% | +2.2% |
| 6M | +17.7% | -4.3% | +22.0% | +19.5% |
| YTD | +34.2% | -4.3% | +38.5% | +36.3% |
| 1Y | +55.4% | -4.4% | +59.8% | +57.8% |
| 3Y | +130.4% | +13.8% | +116.6% | +120.6% |
| 5Y | +101.8% | -17.0% | +118.8% | +111.4% |
| All | +294.4% | +21.5% | +272.9% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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