+219.2%
VT vs TD
+303.3%
-84.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.1% | -0.7% | +0.6% | +0.3% |
| 30D | -3.1% | +7.6% | -10.7% | -6.9% |
| 3M | -3.5% | +3.0% | -6.5% | -5.2% |
| 6M | +0.5% | +16.8% | -16.4% | -8.2% |
| YTD | +10.8% | +34.3% | -23.6% | -6.5% |
| 1Y | +11.9% | +56.0% | -44.1% | -13.1% |
| 3Y | +73.0% | +132.4% | -59.4% | +5.7% |
| 5Y | +58.6% | +103.7% | -45.0% | +3.5% |
| 10Y | +219.2% | +299.2% | -80.0% | +44.5% |
| All | +219.2% | +303.3% | -84.1% | +44.5% |
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 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