+1,238.2%
VST vs TNA
+84.2%
+1,154.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +9.9% | +4.1% | +5.8% | +8.7% |
| 30D | +7.9% | -7.6% | +15.5% | +10.2% |
| 3M | +3.4% | +8.1% | -4.7% | +1.0% |
| 6M | -4.1% | +49.0% | -53.1% | -14.5% |
| YTD | -5.7% | +51.7% | -57.4% | -16.7% |
| 1Y | -18.9% | +59.6% | -78.5% | -29.8% |
| 3Y | +359.1% | +118.9% | +240.2% | +248.1% |
| 5Y | +766.9% | -19.2% | +786.1% | +649.6% |
| All | +1,238.2% | +84.2% | +1,154.0% | +630.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling