+1,112.0%
VST vs TFC
+90.2%
+1,021.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +10.9% |
| 7D | -9.8% | +1.2% | -11.0% | -10.5% |
| 30D | -25.1% | +8.3% | -33.5% | -27.8% |
| 3M | -11.6% | -5.2% | -6.4% | -10.2% |
| 6M | -20.9% | -0.8% | -20.1% | -21.5% |
| YTD | -22.3% | +3.4% | -25.7% | -24.6% |
| 1Y | -32.0% | +17.0% | -49.0% | -37.4% |
| 3Y | +262.4% | +86.2% | +176.2% | +174.8% |
| 5Y | +563.4% | -2.3% | +565.7% | +531.1% |
| All | +1,112.0% | +90.2% | +1,021.9% | +743.4% |
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