-15.6%
VMC vs TD
+60.9%
-76.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -3.8% | -0.5% | -3.2% | -3.5% |
| 30D | -9.7% | -1.9% | -7.8% | -9.0% |
| 3M | -9.6% | +4.8% | -14.4% | -11.8% |
| 6M | -4.8% | +28.0% | -32.8% | -16.1% |
| YTD | -10.9% | +30.3% | -41.2% | -22.0% |
| 1Y | -15.6% | +59.8% | -75.4% | -30.2% |
| All | -15.6% | +60.9% | -76.5% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling