+1,164.9%
VST vs TDG
+551.7%
+613.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.6% |
| 7D | +6.6% | +1.7% | +4.9% | +5.8% |
| 30D | -12.4% | +9.7% | -22.1% | -16.1% |
| 3M | -9.0% | -2.3% | -6.7% | -8.4% |
| 6M | -6.4% | +1.3% | -7.8% | -7.6% |
| YTD | -17.2% | -8.5% | -8.7% | -15.2% |
| 1Y | -22.0% | -8.1% | -13.9% | -20.3% |
| 3Y | +296.7% | +43.4% | +253.3% | +236.9% |
| 5Y | +637.6% | +127.8% | +509.8% | +409.7% |
| All | +1,164.9% | +551.7% | +613.2% | +519.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling