+1,216.9%
VST vs TD
+306.8%
+910.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.3% |
| 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% | -6.8% |
| 6M | -8.4% | +25.0% | -33.3% | -19.3% |
| YTD | -7.2% | +31.0% | -38.2% | -20.6% |
| 1Y | -20.9% | +65.2% | -86.1% | -40.8% |
| 3Y | +384.0% | +122.5% | +261.5% | +199.3% |
| 5Y | +757.1% | +124.8% | +632.3% | +415.5% |
| All | +1,216.9% | +306.8% | +910.1% | +505.4% |
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