+222.7%
VT vs TD
+300.1%
-77.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -2.5% | +5.0% | -7.5% | -5.1% |
| 3M | -3.3% | +1.1% | -4.4% | -4.1% |
| 6M | +1.5% | +16.5% | -14.9% | -7.1% |
| YTD | +11.4% | +34.3% | -22.9% | -6.0% |
| 1Y | +11.9% | +52.9% | -41.0% | -12.1% |
| 3Y | +73.9% | +132.2% | -58.3% | +6.2% |
| 5Y | +57.9% | +101.9% | -44.0% | +3.5% |
| All | +222.7% | +300.1% | -77.4% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling