+839.3%
TD vs VIG
+623.5%
+215.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.8% |
| 30D | +0.4% | -1.0% | +1.4% | +1.4% |
| 3M | +7.6% | +2.8% | +4.9% | +4.6% |
| 6M | +25.0% | +8.2% | +16.8% | +15.4% |
| YTD | +31.0% | +11.0% | +20.0% | +17.8% |
| 1Y | +65.2% | +16.1% | +49.0% | +41.7% |
| 3Y | +122.5% | +56.2% | +66.3% | +38.9% |
| 5Y | +124.8% | +63.0% | +61.8% | +33.1% |
| 10Y | +298.2% | +241.4% | +56.8% | +4.9% |
| All | +839.3% | +623.5% | +215.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling