-66.6%
TSXD vs VT
+11.0%
-77.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -5.4% |
| 7D | +24.6% | -2.3% | +26.9% | +13.7% |
| 30D | +66.4% | -5.0% | +71.3% | +36.3% |
| 3M | +38.4% | -4.9% | +43.3% | +15.4% |
| 6M | -15.8% | -1.5% | -14.3% | -6.6% |
| YTD | -58.2% | +8.5% | -66.6% | -24.6% |
| 1Y | -58.8% | +11.4% | -70.2% | -14.2% |
| All | -66.6% | +11.0% | -77.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling