+1,934.0%
VRT vs TD
+190.7%
+1,743.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | +1.1% | +9.4% | +9.8% |
| 30D | -9.3% | +5.2% | -14.5% | -12.3% |
| 3M | -29.6% | +1.2% | -30.8% | -30.1% |
| 6M | -45.4% | +17.7% | -63.1% | -50.9% |
| YTD | +24.8% | +34.2% | -9.4% | +3.0% |
| 1Y | +23.6% | +55.4% | -31.8% | -7.4% |
| 3Y | +379.7% | +130.4% | +249.3% | +171.4% |
| 5Y | +660.3% | +101.8% | +558.5% | +376.2% |
| All | +1,934.0% | +190.7% | +1,743.2% | +765.5% |
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 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