+425.4%
VST vs TLN
+630.2%
-204.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.1% | +3.5% | +4.9% |
| 7D | -9.8% | -1.3% | -8.5% | -8.3% |
| 30D | -25.1% | -10.5% | -14.7% | -17.6% |
| 3M | -11.6% | +0.1% | -11.7% | -11.9% |
| 6M | -20.9% | -17.4% | -3.5% | -9.5% |
| YTD | -22.3% | -9.7% | -12.6% | -18.8% |
| 1Y | -32.0% | -12.3% | -19.8% | -27.4% |
| 3Y | +262.4% | +528.3% | -265.9% | +43.4% |
| All | +425.4% | +630.2% | -204.8% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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