-21.6%
VST vs TDG
-12.7%
-8.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +5.3% | -2.4% | +7.8% | +5.8% |
| 30D | +5.8% | -8.0% | +13.8% | +7.4% |
| 3M | +3.5% | -10.5% | +13.9% | +5.6% |
| 6M | -7.4% | -11.9% | +4.5% | -6.1% |
| YTD | -6.1% | -15.4% | +9.3% | -4.5% |
| 1Y | -21.6% | -14.2% | -7.4% | -19.1% |
| All | -21.6% | -12.7% | -8.9% | -19.1% |
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 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