+67.0%
VSH vs TD
+123.1%
-56.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.6% |
| 7D | +3.5% | -1.9% | +5.4% | +5.0% |
| 30D | -4.4% | -1.6% | -2.8% | -3.1% |
| 3M | -45.8% | +4.6% | -50.4% | -47.6% |
| 6M | +90.1% | +26.8% | +63.3% | +59.8% |
| YTD | +120.3% | +28.3% | +92.0% | +83.2% |
| 1Y | +112.2% | +60.4% | +51.8% | +50.3% |
| 3Y | +36.6% | +125.7% | -89.1% | -24.9% |
| 5Y | +67.0% | +122.4% | -55.3% | -9.9% |
| All | +67.0% | +123.1% | -56.1% | -9.9% |
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