-22.0%
VST vs TFC
+15.7%
-37.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | +6.6% | +2.3% | +4.3% | +6.6% |
| 30D | -12.4% | +10.8% | -23.2% | -12.8% |
| 3M | -9.0% | -3.8% | -5.2% | -8.2% |
| 6M | -6.4% | +9.6% | -16.0% | -8.0% |
| YTD | -17.2% | +5.8% | -23.0% | -19.0% |
| 1Y | -22.0% | +16.2% | -38.2% | -21.6% |
| All | -22.0% | +15.7% | -37.8% | -21.6% |
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