+1,121.2%
VST vs TDY
+452.9%
+668.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.3% |
| 7D | -6.0% | -2.6% | -3.4% | -4.3% |
| 30D | -18.8% | +5.3% | -24.1% | -20.4% |
| 3M | -8.0% | -6.4% | -1.6% | -4.6% |
| 6M | -10.9% | +4.0% | -14.9% | -12.4% |
| YTD | -18.3% | +26.5% | -44.8% | -27.3% |
| 1Y | -29.9% | +24.2% | -54.1% | -37.1% |
| 3Y | +290.3% | +68.8% | +221.5% | +202.0% |
| 5Y | +635.3% | +45.9% | +589.4% | +497.7% |
| All | +1,121.2% | +452.9% | +668.3% | +582.6% |
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