+296.7%
VST vs TGT
+66.9%
+229.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.1% |
| 7D | +6.6% | +2.6% | +3.9% | +6.3% |
| 30D | -12.4% | +4.7% | -17.1% | -12.8% |
| 3M | -9.0% | +4.6% | -13.5% | -9.6% |
| 6M | -6.4% | +34.9% | -41.3% | -11.0% |
| YTD | -17.2% | +70.9% | -88.1% | -25.0% |
| 1Y | -22.0% | +84.4% | -106.4% | -30.5% |
| 3Y | +296.7% | +69.1% | +227.5% | +276.5% |
| All | +296.7% | +66.9% | +229.8% | +276.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling