+30.8%
VNQ vs TD
+127.3%
-96.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.3% | -0.5% | -0.7% | -1.1% |
| 30D | -2.6% | -1.9% | -0.7% | -1.9% |
| 3M | -2.0% | +4.8% | -6.8% | -4.1% |
| 6M | +4.3% | +28.0% | -23.7% | -5.9% |
| YTD | +9.2% | +30.3% | -21.1% | -2.3% |
| 1Y | +5.6% | +59.8% | -54.2% | -13.3% |
| 3Y | +30.8% | +124.7% | -93.8% | -9.5% |
| All | +30.8% | +127.3% | -96.5% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling