+373.4%
VST vs TMF
-42.2%
+415.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.5% |
| 7D | +8.9% | -1.4% | +10.3% | +9.0% |
| 30D | +6.2% | -2.8% | +9.0% | +6.3% |
| 3M | -2.7% | -10.9% | +8.2% | -2.3% |
| 6M | -8.4% | -21.3% | +13.0% | -7.9% |
| YTD | -7.2% | -15.9% | +8.7% | -6.7% |
| 1Y | -20.9% | -15.7% | -5.2% | -20.5% |
| All | +373.4% | -42.2% | +415.6% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling