+688.8%
TD vs VT
+374.2%
+314.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +0.4% | +1.0% | -0.6% | -0.5% |
| 3M | +7.6% | +2.4% | +5.3% | +5.2% |
| 6M | +25.0% | +12.0% | +13.0% | +12.5% |
| YTD | +31.0% | +15.3% | +15.7% | +14.8% |
| 1Y | +65.2% | +22.6% | +42.6% | +36.8% |
| 3Y | +122.5% | +74.7% | +47.8% | +31.3% |
| 5Y | +124.8% | +66.1% | +58.7% | +37.9% |
| 10Y | +298.2% | +225.0% | +73.2% | +31.1% |
| All | +688.8% | +374.2% | +314.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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