+361.1%
VST vs TNA
+117.6%
+243.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | -4.9% | +11.1% | +8.1% |
| 3M | -2.7% | +0.4% | -3.1% | -3.6% |
| 6M | -8.4% | +32.5% | -40.9% | -18.7% |
| YTD | -7.2% | +53.7% | -60.9% | -22.4% |
| 1Y | -20.9% | +65.1% | -86.0% | -36.4% |
| All | +361.1% | +117.6% | +243.5% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling