-22.0%
VST vs TDG
-8.0%
-14.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +6.6% | +1.7% | +4.9% | +6.1% |
| 30D | -12.4% | +9.7% | -22.1% | -14.8% |
| 3M | -9.0% | -2.3% | -6.7% | -8.4% |
| 6M | -6.4% | +1.3% | -7.8% | -6.8% |
| YTD | -17.2% | -8.5% | -8.7% | -18.6% |
| 1Y | -22.0% | -8.1% | -13.9% | -22.9% |
| All | -22.0% | -8.0% | -14.1% | -22.9% |
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