+1,238.2%
VST vs TGT
+220.1%
+1,018.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +9.9% | -0.6% | +10.5% | +10.0% |
| 30D | +7.9% | +9.5% | -1.6% | +5.9% |
| 3M | +3.4% | +32.3% | -28.8% | -2.6% |
| 6M | -4.1% | +37.0% | -41.1% | -10.6% |
| YTD | -5.7% | +71.0% | -76.7% | -16.4% |
| 1Y | -18.9% | +85.0% | -103.9% | -29.5% |
| 3Y | +359.1% | +46.8% | +312.2% | +307.4% |
| 5Y | +766.9% | -22.7% | +789.6% | +761.4% |
| All | +1,238.2% | +220.1% | +1,018.1% | +905.2% |
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