+225.7%
VIK vs TD
+121.1%
+104.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.7% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -18.4% | -1.9% | -16.5% | -17.3% |
| 3M | -8.8% | +4.8% | -13.5% | -12.2% |
| 6M | +17.1% | +28.0% | -10.8% | -2.5% |
| YTD | +19.0% | +30.3% | -11.3% | -1.9% |
| 1Y | +30.1% | +59.8% | -29.6% | -4.9% |
| All | +225.7% | +121.1% | +104.6% | +92.0% |
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