-46.6%
VG vs TD
+126.8%
-173.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +5.5% | -3.1% | +8.6% | +6.0% |
| 30D | -3.6% | +6.7% | -10.3% | -4.8% |
| 3M | -4.0% | +3.1% | -7.1% | -4.6% |
| 6M | +9.4% | +17.6% | -8.2% | +1.5% |
| YTD | +86.6% | +34.8% | +51.8% | +51.2% |
| 1Y | +69.5% | +55.6% | +13.9% | +8.5% |
| All | -46.6% | +126.8% | -173.4% | -82.3% |
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