+391.4%
TD vs VTEB
+25.1%
+366.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.4% |
| 7D | -2.6% | -1.2% | -1.3% | -1.6% |
| 30D | -1.0% | -2.9% | +1.9% | +1.3% |
| 3M | +5.6% | -3.2% | +8.8% | +8.3% |
| 6M | +27.1% | -2.6% | +29.7% | +29.8% |
| YTD | +29.4% | -1.8% | +31.2% | +31.3% |
| 1Y | +60.7% | +0.2% | +60.5% | +60.6% |
| 3Y | +127.6% | +8.2% | +119.4% | +113.7% |
| 5Y | +125.4% | +0.8% | +124.6% | +123.6% |
| 10Y | +300.4% | +17.7% | +282.8% | +329.9% |
| All | +391.4% | +25.1% | +366.3% | +531.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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