+560.3%
VFC vs TD
+8,075.2%
-7,514.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +25.5% | +5.2% | +20.3% | +22.3% |
| 3M | +41.3% | +1.2% | +40.1% | +40.2% |
| 6M | +22.2% | +17.7% | +4.5% | +12.6% |
| YTD | +16.4% | +34.2% | -17.8% | +0.8% |
| 1Y | +38.4% | +55.4% | -17.0% | +11.4% |
| 3Y | +56.2% | +130.4% | -74.2% | +4.0% |
| 5Y | -68.2% | +101.8% | -170.0% | -77.2% |
| 10Y | -48.4% | +301.9% | -350.2% | -72.1% |
| All | +560.3% | +8,075.2% | -7,514.9% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling