+1,691.7%
TD vs VO
+825.5%
+866.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | +0.6% | +2.9% | -2.4% | -1.8% |
| 30D | +5.0% | +1.0% | +4.0% | +4.1% |
| 3M | +1.1% | -1.7% | +2.8% | +2.6% |
| 6M | +16.5% | +6.7% | +9.8% | +10.4% |
| YTD | +34.3% | +14.0% | +20.3% | +20.5% |
| 1Y | +52.9% | +13.7% | +39.2% | +37.5% |
| 3Y | +132.2% | +65.8% | +66.4% | +50.4% |
| 5Y | +101.9% | +36.6% | +65.3% | +51.5% |
| 10Y | +302.0% | +198.9% | +103.1% | +53.1% |
| All | +1,691.7% | +825.5% | +866.2% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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