+703.8%
TD vs VT
+345.0%
+358.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -0.3% |
| 7D | -3.2% | -4.2% | +0.9% | +0.6% |
| 30D | +4.9% | -5.8% | +10.7% | +10.7% |
| 3M | +2.3% | -5.2% | +7.6% | +7.4% |
| 6M | +17.8% | +0.1% | +17.6% | +17.4% |
| YTD | +33.5% | +8.2% | +25.3% | +23.9% |
| 1Y | +55.9% | +10.1% | +45.8% | +42.4% |
| 3Y | +131.5% | +69.7% | +61.9% | +40.1% |
| 5Y | +103.3% | +53.4% | +50.0% | +34.2% |
| 10Y | +308.6% | +219.2% | +89.4% | +36.8% |
| All | +703.8% | +345.0% | +358.8% | +106.3% |
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