+588.9%
VST vs TGT
-26.9%
+615.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.3% | +10.5% |
| 7D | -9.8% | +2.6% | -12.4% | -10.2% |
| 30D | -25.1% | +5.0% | -30.1% | -25.9% |
| 3M | -11.6% | +8.5% | -20.1% | -13.1% |
| 6M | -20.9% | +23.8% | -44.7% | -24.2% |
| YTD | -22.3% | +66.5% | -88.8% | -29.8% |
| 1Y | -32.0% | +84.9% | -116.9% | -39.9% |
| 3Y | +262.4% | +59.2% | +203.2% | +221.9% |
| All | +588.9% | -26.9% | +615.8% | +580.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling