+1,216.9%
VST vs TGT
+223.5%
+993.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.2% | +12.2% | -6.0% | +3.7% |
| 3M | -2.7% | +33.8% | -36.5% | -8.6% |
| 6M | -8.4% | +39.3% | -47.7% | -14.9% |
| YTD | -7.2% | +72.9% | -80.1% | -17.9% |
| 1Y | -20.9% | +84.6% | -105.4% | -31.2% |
| 3Y | +384.0% | +46.2% | +337.8% | +330.0% |
| 5Y | +757.1% | -21.3% | +778.4% | +748.5% |
| All | +1,216.9% | +223.5% | +993.3% | +887.2% |
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 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