+1,079.0%
VST vs TGT
+222.4%
+856.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | +10.9% | +0.5% | +10.5% | +10.9% |
| 30D | -15.6% | +6.7% | -22.3% | -16.9% |
| 3M | -7.8% | +8.4% | -16.2% | -9.6% |
| 6M | -12.0% | +40.7% | -52.7% | -18.5% |
| YTD | -16.9% | +72.2% | -89.2% | -26.7% |
| 1Y | -25.1% | +86.2% | -111.2% | -35.1% |
| 3Y | +297.1% | +68.8% | +228.2% | +241.1% |
| 5Y | +641.9% | -25.2% | +667.1% | +641.6% |
| 10Y | +1,142.3% | +210.0% | +932.3% | +825.9% |
| All | +1,079.0% | +222.4% | +856.6% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling