+1,058.9%
VST vs TDG
+592.6%
+466.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.3% |
| 7D | -6.0% | +1.4% | -7.5% | -6.6% |
| 30D | -18.8% | +10.6% | -29.4% | -22.5% |
| 3M | -8.0% | +0.2% | -8.2% | -8.4% |
| 6M | -10.9% | +0.9% | -11.8% | -11.8% |
| YTD | -18.3% | -7.8% | -10.5% | -16.6% |
| 1Y | -29.9% | -4.9% | -25.0% | -29.5% |
| 3Y | +290.3% | +44.5% | +245.8% | +230.7% |
| 5Y | +635.3% | +117.7% | +517.6% | +417.0% |
| 10Y | +1,162.4% | +565.8% | +596.5% | +516.3% |
| All | +1,058.9% | +592.6% | +466.3% | +455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling