+303.8%
TD vs VCLT
+17.1%
+286.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.5% | -1.4% | +0.8% | -0.1% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | +4.8% | -4.8% | +9.5% | +6.5% |
| 6M | +28.0% | -2.6% | +30.6% | +29.1% |
| YTD | +30.3% | -3.3% | +33.6% | +31.8% |
| 1Y | +59.8% | -4.8% | +64.6% | +62.4% |
| 3Y | +124.7% | +11.5% | +113.2% | +116.3% |
| 5Y | +127.0% | -17.0% | +143.9% | +137.6% |
| All | +303.8% | +17.1% | +286.7% | +310.0% |
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