-68.5%
VFC vs TD
+306.3%
-374.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.7% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | -9.0% | -1.9% | -7.1% | -7.6% |
| 3M | -24.2% | +4.8% | -28.9% | -27.4% |
| 6M | -18.5% | +28.0% | -46.5% | -35.2% |
| YTD | -25.9% | +30.3% | -56.2% | -41.9% |
| 1Y | -13.0% | +59.8% | -72.8% | -43.6% |
| 3Y | -20.3% | +124.7% | -145.0% | -62.2% |
| 5Y | -78.1% | +127.0% | -205.0% | -89.8% |
| All | -68.5% | +306.3% | -374.8% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling