+348.0%
VT vs TD
+690.6%
-342.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -1.6% |
| 7D | -4.2% | -3.2% | -0.9% | -2.2% |
| 30D | -5.8% | +4.9% | -10.7% | -8.6% |
| 3M | -5.2% | +2.3% | -7.6% | -6.8% |
| 6M | +0.1% | +17.8% | -17.6% | -9.9% |
| YTD | +8.2% | +33.5% | -25.3% | -10.0% |
| 1Y | +10.1% | +55.9% | -45.8% | -16.9% |
| 3Y | +69.7% | +131.5% | -61.9% | -1.5% |
| 5Y | +53.4% | +103.3% | -50.0% | -4.8% |
| 10Y | +219.2% | +308.6% | -89.4% | +21.6% |
| All | +348.0% | +690.6% | -342.6% | +2.2% |
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