+1,205.2%
VST vs TEL
+304.7%
+900.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.7% | +1.6% | +4.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -17.1% | +0.2% | -17.3% | -17.0% |
| 3M | -4.6% | +1.5% | -6.1% | -5.4% |
| 6M | -9.1% | +6.9% | -16.0% | -12.8% |
| YTD | -16.6% | -2.8% | -13.8% | -16.9% |
| 1Y | -29.5% | -8.8% | -20.7% | -27.6% |
| 3Y | +297.5% | +84.3% | +213.2% | +190.7% |
| 5Y | +654.5% | +46.8% | +607.8% | +497.5% |
| 10Y | +1,205.2% | +294.7% | +910.5% | +553.9% |
| All | +1,205.2% | +304.7% | +900.5% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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