-79.0%
VFC vs TD
+123.1%
-202.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.1% |
| 7D | -2.3% | -1.9% | -0.4% | -0.6% |
| 30D | -13.4% | -1.6% | -11.8% | -12.3% |
| 3M | -23.7% | +4.6% | -28.3% | -27.0% |
| 6M | -24.5% | +26.8% | -51.3% | -39.9% |
| YTD | -27.8% | +28.3% | -56.2% | -43.0% |
| 1Y | -13.5% | +60.4% | -73.9% | -44.7% |
| 3Y | -27.1% | +125.7% | -152.8% | -66.1% |
| 5Y | -79.0% | +122.4% | -201.4% | -89.7% |
| All | -79.0% | +123.1% | -202.1% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling