+1,002.6%
VST vs TD
+312.2%
+690.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.9% |
| 7D | -9.8% | -1.7% | -8.1% | -9.2% |
| 30D | -25.1% | +8.2% | -33.4% | -28.7% |
| 3M | -11.6% | +1.7% | -13.3% | -12.9% |
| 6M | -20.9% | +14.2% | -35.2% | -27.0% |
| YTD | -22.3% | +32.8% | -55.1% | -34.3% |
| 1Y | -32.0% | +55.5% | -87.5% | -47.5% |
| 3Y | +262.4% | +129.6% | +132.8% | +119.5% |
| 5Y | +563.4% | +102.2% | +461.2% | +326.4% |
| 10Y | +1,120.7% | +306.3% | +814.4% | +460.4% |
| All | +1,002.6% | +312.2% | +690.4% | +400.9% |
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