+527.5%
VST vs TLN
+583.6%
-56.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.2% | +0.6% |
| 7D | +8.9% | +7.1% | +1.8% | +3.3% |
| 30D | +6.2% | -3.9% | +10.1% | +8.6% |
| 3M | -2.7% | -16.2% | +13.4% | +9.6% |
| 6M | -8.4% | -5.8% | -2.5% | -7.1% |
| YTD | -7.2% | -15.4% | +8.2% | +1.5% |
| 1Y | -20.9% | -16.7% | -4.2% | -12.7% |
| 3Y | +384.0% | +473.8% | -89.8% | +99.1% |
| All | +527.5% | +583.6% | -56.0% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling