+897.3%
VST vs TFC
+94.4%
+802.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.1% | -5.4% |
| 7D | -19.9% | +1.1% | -21.0% | -20.4% |
| 30D | -29.7% | +7.8% | -37.4% | -32.0% |
| 3M | -19.6% | -4.8% | -14.8% | -18.4% |
| 6M | -29.4% | +1.8% | -31.2% | -30.6% |
| YTD | -29.7% | +4.4% | -34.1% | -32.0% |
| 1Y | -40.0% | +18.0% | -58.0% | -44.9% |
| 3Y | +231.0% | +85.2% | +145.8% | +151.6% |
| 5Y | +500.1% | -1.4% | +501.4% | +469.0% |
| 10Y | +1,004.2% | +95.7% | +908.5% | +630.8% |
| All | +897.3% | +94.4% | +802.9% | +564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling