+1,024.4%
VRT vs TD
+123.5%
+900.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.4% |
| 7D | +13.6% | +0.9% | +12.8% | +12.8% |
| 30D | +6.8% | -0.7% | +7.4% | +7.4% |
| 3M | -3.2% | +6.3% | -9.5% | -7.3% |
| 6M | +20.3% | +27.9% | -7.6% | +0.4% |
| YTD | +79.6% | +29.8% | +49.8% | +47.9% |
| 1Y | +139.0% | +63.7% | +75.3% | +66.1% |
| 3Y | +644.6% | +128.3% | +516.3% | +288.2% |
| 5Y | +1,024.4% | +125.5% | +898.8% | +589.6% |
| All | +1,024.4% | +123.5% | +900.8% | +589.6% |
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