+897.3%
VST vs TMF
-85.8%
+983.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.7% | -6.1% |
| 7D | -19.9% | +2.7% | -22.6% | -19.8% |
| 30D | -29.7% | +19.3% | -49.0% | -28.9% |
| 3M | -19.6% | -3.7% | -15.9% | -19.6% |
| 6M | -29.4% | -11.3% | -18.1% | -29.7% |
| YTD | -29.7% | -16.6% | -13.1% | -30.3% |
| 1Y | -40.0% | -21.1% | -18.9% | -40.8% |
| 3Y | +231.0% | -26.8% | +257.8% | +229.1% |
| 5Y | +500.1% | -88.0% | +588.1% | +398.7% |
| 10Y | +1,004.2% | -84.7% | +1,088.9% | +866.1% |
| All | +897.3% | -85.8% | +983.1% | +746.4% |
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