+1,142.3%
VST vs TDG
+579.3%
+563.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | +10.9% | +2.3% | +8.6% | +10.0% |
| 30D | -15.6% | +11.2% | -26.8% | -19.6% |
| 3M | -7.8% | +0.2% | -8.0% | -8.1% |
| 6M | -12.0% | +3.9% | -15.8% | -13.9% |
| YTD | -16.9% | -6.4% | -10.5% | -15.7% |
| 1Y | -25.1% | -3.8% | -21.3% | -25.0% |
| 3Y | +297.1% | +46.8% | +250.3% | +234.2% |
| 5Y | +641.9% | +128.3% | +513.6% | +412.2% |
| 10Y | +1,142.3% | +569.3% | +573.0% | +508.7% |
| All | +1,142.3% | +579.3% | +563.0% | +508.7% |
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