-32.0%
VST vs TD
+54.9%
-86.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.9% |
| 7D | -9.8% | -1.7% | -8.1% | -9.0% |
| 30D | -25.1% | +8.2% | -33.4% | -29.2% |
| 3M | -11.6% | +1.7% | -13.3% | -13.1% |
| 6M | -20.9% | +14.2% | -35.2% | -28.5% |
| YTD | -22.3% | +32.8% | -55.1% | -36.6% |
| 1Y | -32.0% | +55.5% | -87.5% | -48.2% |
| All | -32.0% | +54.9% | -86.9% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling