+962.7%
VST vs TMF
-85.9%
+1,048.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.5% | -16.3% | -13.7% |
| 7D | -15.7% | +4.0% | -19.7% | -15.5% |
| 30D | -17.0% | +19.5% | -36.4% | -16.1% |
| 3M | -15.9% | -3.5% | -12.3% | -15.9% |
| 6M | -25.0% | -10.6% | -14.4% | -25.3% |
| YTD | -25.1% | -17.1% | -8.0% | -25.8% |
| 1Y | -34.9% | -24.3% | -10.6% | -35.8% |
| 3Y | +252.7% | -27.2% | +279.9% | +250.5% |
| 5Y | +582.3% | -87.6% | +669.9% | +470.2% |
| 10Y | +1,076.6% | -84.8% | +1,161.4% | +929.1% |
| All | +962.7% | -85.9% | +1,048.6% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling