+559.0%
VFC vs TD
+8,109.5%
-7,550.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -1.4% | -3.1% | +1.7% | +0.2% |
| 30D | +30.7% | +6.7% | +24.0% | +26.5% |
| 3M | +40.6% | +3.1% | +37.5% | +38.3% |
| 6M | +16.5% | +17.6% | -1.2% | +7.3% |
| YTD | +16.2% | +34.8% | -18.6% | +0.4% |
| 1Y | +42.4% | +55.6% | -13.2% | +14.6% |
| 3Y | +48.1% | +133.1% | -85.0% | -2.0% |
| 5Y | -67.8% | +104.7% | -172.5% | -77.1% |
| 10Y | -48.5% | +303.6% | -352.0% | -72.2% |
| All | +559.0% | +8,109.5% | -7,550.5% | +41.6% |
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