+423.1%
VSH vs TD
+7,715.7%
-7,292.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.5% |
| 7D | +3.5% | -1.9% | +5.4% | +4.8% |
| 30D | -4.4% | -1.6% | -2.8% | -3.2% |
| 3M | -45.8% | +4.6% | -50.4% | -47.4% |
| 6M | +90.1% | +26.8% | +63.3% | +62.6% |
| YTD | +120.3% | +28.3% | +92.0% | +86.6% |
| 1Y | +112.2% | +60.4% | +51.8% | +54.6% |
| 3Y | +36.6% | +125.7% | -89.1% | -21.7% |
| 5Y | +67.0% | +122.4% | -55.3% | -3.9% |
| 10Y | +179.5% | +297.1% | -117.6% | +12.5% |
| All | +423.1% | +7,715.7% | -7,292.6% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling