+377.4%
VT vs TD
+675.8%
-298.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.8% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +1.0% | +0.4% | +0.6% | +0.6% |
| 3M | +2.4% | +7.6% | -5.3% | -2.4% |
| 6M | +12.0% | +25.0% | -13.0% | -2.8% |
| YTD | +15.3% | +31.0% | -15.7% | -2.8% |
| 1Y | +22.6% | +65.2% | -42.6% | -10.6% |
| 3Y | +74.7% | +122.5% | -47.8% | +3.9% |
| 5Y | +66.1% | +124.8% | -58.7% | -3.2% |
| 10Y | +225.0% | +298.2% | -73.2% | +25.9% |
| All | +377.4% | +675.8% | -298.4% | +10.3% |
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