+769.3%
VST vs TD
+124.9%
+644.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | +8.9% | +0.3% | +8.6% | +8.7% |
| 30D | +6.2% | +0.4% | +5.8% | +5.9% |
| 3M | -2.7% | +7.6% | -10.4% | -6.1% |
| 6M | -8.4% | +25.0% | -33.3% | -17.3% |
| YTD | -7.2% | +31.0% | -38.2% | -18.1% |
| 1Y | -20.9% | +65.2% | -86.1% | -37.2% |
| 3Y | +384.0% | +122.5% | +261.5% | +229.5% |
| All | +769.3% | +124.9% | +644.4% | +512.6% |
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