+1,205.2%
VST vs TFC
+90.1%
+1,115.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -17.1% | +9.2% | -26.2% | -20.2% |
| 3M | -4.6% | -2.9% | -1.7% | -4.0% |
| 6M | -9.1% | +3.5% | -12.6% | -11.2% |
| YTD | -16.6% | +5.4% | -22.1% | -19.6% |
| 1Y | -29.5% | +17.3% | -46.8% | -35.1% |
| 3Y | +297.5% | +96.7% | +200.9% | +194.9% |
| 5Y | +654.5% | -1.1% | +655.6% | +615.1% |
| 10Y | +1,205.2% | +84.7% | +1,120.5% | +765.2% |
| All | +1,205.2% | +90.1% | +1,115.2% | +765.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling