-34.9%
VST vs TDG
-5.9%
-29.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.6% | -14.0% |
| 7D | -15.7% | +7.1% | -22.8% | -17.2% |
| 30D | -17.0% | +11.4% | -28.3% | -19.5% |
| 3M | -15.9% | -4.6% | -11.3% | -14.8% |
| 6M | -25.0% | +5.8% | -30.8% | -25.9% |
| YTD | -25.1% | -8.5% | -16.6% | -25.7% |
| 1Y | -34.9% | -5.8% | -29.0% | -33.5% |
| All | -34.9% | -5.9% | -29.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling