+297.5%
VST vs TDG
+50.9%
+246.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -17.1% | +10.0% | -27.1% | -21.9% |
| 3M | -4.6% | -0.5% | -4.1% | -4.6% |
| 6M | -9.1% | +0.3% | -9.4% | -10.1% |
| YTD | -16.6% | -8.3% | -8.3% | -14.0% |
| 1Y | -29.5% | -5.1% | -24.3% | -29.2% |
| 3Y | +297.5% | +46.5% | +251.0% | +193.4% |
| All | +297.5% | +50.9% | +246.6% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling