+298.0%
VST vs TD
+133.8%
+164.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +10.9% | -3.1% | +14.0% | +12.5% |
| 30D | -15.6% | +6.7% | -22.3% | -18.2% |
| 3M | -7.8% | +3.1% | -10.9% | -9.3% |
| 6M | -12.0% | +17.6% | -29.6% | -18.1% |
| YTD | -16.9% | +34.8% | -51.7% | -26.8% |
| 1Y | -25.1% | +55.6% | -80.7% | -37.4% |
| All | +298.0% | +133.8% | +164.2% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling