+1,216.9%
VST vs TDY
+467.3%
+749.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.3% |
| 7D | +8.9% | -1.8% | +10.7% | +9.9% |
| 30D | +6.2% | -10.7% | +16.9% | +12.2% |
| 3M | -2.7% | -1.3% | -1.4% | -2.3% |
| 6M | -8.4% | -10.6% | +2.2% | -3.5% |
| YTD | -7.2% | +19.6% | -26.8% | -15.3% |
| 1Y | -20.9% | +11.6% | -32.5% | -25.8% |
| 3Y | +384.0% | +45.2% | +338.8% | +300.8% |
| 5Y | +757.1% | +36.1% | +721.0% | +618.2% |
| All | +1,216.9% | +467.3% | +749.6% | +662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling