+461.8%
VST vs TLN
+716.6%
-254.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.1% | -2.1% |
| 7D | +10.9% | +15.9% | -5.0% | -1.1% |
| 30D | -15.6% | -0.3% | -15.3% | -14.9% |
| 3M | -7.8% | +5.8% | -13.6% | -12.0% |
| 6M | -12.0% | -1.2% | -10.7% | -12.6% |
| YTD | -16.9% | +1.0% | -17.9% | -20.6% |
| 1Y | -25.1% | +1.1% | -26.2% | -28.7% |
| 3Y | +297.1% | +591.7% | -294.7% | +43.5% |
| All | +461.8% | +716.6% | -254.8% | +105.5% |
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