+1,164.9%
VST vs TGT
+206.3%
+958.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +6.6% | +2.6% | +3.9% | +6.1% |
| 30D | -12.4% | +4.7% | -17.1% | -13.3% |
| 3M | -9.0% | +4.6% | -13.5% | -10.2% |
| 6M | -6.4% | +34.9% | -41.3% | -12.7% |
| YTD | -17.2% | +70.9% | -88.1% | -26.9% |
| 1Y | -22.0% | +84.4% | -106.4% | -32.4% |
| 3Y | +296.7% | +69.1% | +227.5% | +240.2% |
| 5Y | +637.6% | -26.9% | +664.5% | +641.4% |
| All | +1,164.9% | +206.3% | +958.6% | +865.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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