+1,232.7%
VST vs TDY
+452.9%
+779.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +5.3% | -1.8% | +7.2% | +6.3% |
| 30D | +5.8% | -13.8% | +19.5% | +13.6% |
| 3M | +3.5% | -3.9% | +7.4% | +5.3% |
| 6M | -7.4% | -9.0% | +1.6% | -3.2% |
| YTD | -6.1% | +16.5% | -22.6% | -13.3% |
| 1Y | -21.6% | +9.3% | -30.9% | -25.7% |
| 3Y | +357.2% | +45.1% | +312.1% | +279.0% |
| 5Y | +777.0% | +35.0% | +742.1% | +637.9% |
| All | +1,232.7% | +452.9% | +779.8% | +681.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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