+297.5%
VST vs TNA
+139.4%
+158.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.6% | -2.3% | +3.7% |
| 7D | -0.5% | +2.3% | -2.8% | -1.8% |
| 30D | -17.1% | +1.4% | -18.4% | -17.9% |
| 3M | -4.6% | -21.1% | +16.5% | +3.3% |
| 6M | -9.1% | -9.4% | +0.3% | -7.2% |
| YTD | -16.6% | +29.6% | -46.3% | -26.7% |
| 1Y | -29.5% | +34.6% | -64.1% | -39.2% |
| 3Y | +297.5% | +155.9% | +141.7% | +182.9% |
| All | +297.5% | +139.4% | +158.1% | +182.9% |
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