+175.8%
VSH vs TD
+303.5%
-127.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.7% |
| 7D | +3.1% | -2.6% | +5.7% | +5.4% |
| 30D | -5.7% | -1.0% | -4.7% | -4.8% |
| 3M | -42.5% | +5.6% | -48.1% | -45.1% |
| 6M | +82.7% | +27.1% | +55.6% | +48.8% |
| YTD | +118.2% | +29.4% | +88.8% | +74.7% |
| 1Y | +109.7% | +60.7% | +49.0% | +39.2% |
| 3Y | +35.3% | +127.6% | -92.3% | -34.7% |
| 5Y | +65.6% | +125.4% | -59.8% | -21.5% |
| All | +175.8% | +303.5% | -127.7% | -16.8% |
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