+1,205.2%
VST vs TD
+311.5%
+893.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -17.1% | +7.9% | -25.0% | -20.8% |
| 3M | -4.6% | +3.1% | -7.7% | -6.7% |
| 6M | -9.1% | +17.2% | -26.3% | -17.2% |
| YTD | -16.6% | +34.7% | -51.4% | -30.0% |
| 1Y | -29.5% | +56.9% | -86.4% | -45.8% |
| 3Y | +297.5% | +134.7% | +162.8% | +137.5% |
| 5Y | +654.5% | +104.8% | +549.7% | +381.2% |
| 10Y | +1,205.2% | +305.8% | +899.4% | +507.2% |
| All | +1,205.2% | +311.5% | +893.8% | +507.2% |
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