-29.3%
VST vs TDY
+9.8%
-39.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +2.0% | -1.9% | +3.8% | +2.7% |
| 30D | +1.5% | -12.5% | +14.0% | +7.1% |
| 3M | +6.3% | -0.8% | +7.1% | +6.3% |
| 6M | -10.3% | -9.0% | -1.3% | -8.2% |
| YTD | -8.6% | +16.8% | -25.4% | -8.1% |
| 1Y | -29.3% | +9.5% | -38.8% | -29.3% |
| All | -29.3% | +9.8% | -39.2% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling