-34.9%
VST vs TFC
+20.8%
-55.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.8% | -13.8% |
| 7D | -15.7% | +5.1% | -20.8% | -15.8% |
| 30D | -17.0% | +9.8% | -26.8% | -17.4% |
| 3M | -15.9% | -2.4% | -13.4% | -15.2% |
| 6M | -25.0% | +4.9% | -29.9% | -26.0% |
| YTD | -25.1% | +6.6% | -31.7% | -27.6% |
| 1Y | -34.9% | +21.3% | -56.2% | -37.6% |
| All | -34.9% | +20.8% | -55.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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