+38.4%
VFC vs TD
+52.8%
-14.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +1.6% | +1.1% | +0.5% | +0.5% |
| 30D | +25.5% | +5.2% | +20.3% | +18.6% |
| 3M | +41.3% | +1.2% | +40.1% | +38.9% |
| 6M | +22.2% | +17.7% | +4.5% | -1.5% |
| YTD | +16.4% | +34.2% | -17.8% | -20.3% |
| 1Y | +38.4% | +55.4% | -17.0% | -13.9% |
| All | +38.4% | +52.8% | -14.4% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling