+402.8%
VUG vs TD
+300.0%
+102.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +1.1% | +1.4% | +1.9% |
| 30D | -6.3% | +5.2% | -11.5% | -8.7% |
| 3M | -6.0% | +1.2% | -7.3% | -6.7% |
| 6M | -3.5% | +17.7% | -21.3% | -11.8% |
| YTD | +3.9% | +34.2% | -30.3% | -11.6% |
| 1Y | +5.1% | +55.4% | -50.3% | -17.4% |
| 3Y | +77.9% | +130.4% | -52.5% | +11.4% |
| 5Y | +62.4% | +101.8% | -39.4% | +8.8% |
| All | +402.8% | +300.0% | +102.8% | +132.3% |
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 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