-34.9%
VST vs TNA
+37.5%
-72.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.4% | -18.2% | -15.3% |
| 7D | -15.7% | +2.4% | -18.1% | -16.6% |
| 30D | -17.0% | -0.9% | -16.1% | -17.1% |
| 3M | -15.9% | -19.2% | +3.3% | -9.7% |
| 6M | -25.0% | -0.8% | -24.1% | -26.0% |
| YTD | -25.1% | +33.2% | -58.3% | -33.6% |
| 1Y | -34.9% | +38.5% | -73.4% | -42.5% |
| All | -34.9% | +37.5% | -72.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling