+46.8%
VMC vs TD
+122.4%
-75.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -3.7% | -2.6% | -1.1% | -2.4% |
| 30D | -12.8% | -1.0% | -11.7% | -12.4% |
| 3M | -7.9% | +5.6% | -13.5% | -10.7% |
| 6M | -7.5% | +27.1% | -34.6% | -18.7% |
| YTD | -11.6% | +29.4% | -41.0% | -23.1% |
| 1Y | -14.3% | +60.7% | -74.9% | -33.5% |
| 3Y | +18.5% | +127.6% | -109.1% | -25.7% |
| 5Y | +46.8% | +125.4% | -78.6% | -8.4% |
| All | +46.8% | +122.4% | -75.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling