-49.4%
VG vs TD
+126.1%
-175.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -7.7% | -0.7% | -7.0% | -7.6% |
| 30D | -8.8% | +7.6% | -16.4% | -10.1% |
| 3M | -15.6% | +3.0% | -18.6% | -16.2% |
| 6M | +5.2% | +16.8% | -11.6% | -2.2% |
| YTD | +76.9% | +34.3% | +42.6% | +43.4% |
| 1Y | +42.5% | +56.0% | -13.5% | -9.7% |
| All | -49.4% | +126.1% | -175.5% | -83.2% |
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 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