+318.8%
VWO vs TD
+1,202.2%
-883.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -2.1% |
| 7D | -1.7% | -2.6% | +0.8% | 0.0% |
| 30D | -0.3% | -1.0% | +0.7% | +0.2% |
| 3M | +4.0% | +5.6% | -1.7% | -0.4% |
| 6M | +8.1% | +27.1% | -19.0% | -9.1% |
| YTD | +11.6% | +29.4% | -17.8% | -7.5% |
| 1Y | +16.2% | +60.7% | -44.5% | -17.4% |
| 3Y | +63.3% | +127.6% | -64.3% | -11.6% |
| 5Y | +33.4% | +125.4% | -92.0% | -29.4% |
| 10Y | +113.3% | +300.4% | -187.1% | -31.8% |
| All | +318.8% | +1,202.2% | -883.4% | -37.9% |
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