+608.4%
VST vs TNA
-46.7%
+655.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +6.6% | +3.7% | +2.9% | +5.4% |
| 30D | -12.4% | +4.4% | -16.8% | -13.9% |
| 3M | -9.0% | -26.7% | +17.7% | -1.0% |
| 6M | -6.4% | -12.8% | +6.4% | -3.7% |
| YTD | -17.2% | +22.7% | -39.9% | -23.5% |
| 1Y | -22.0% | +35.7% | -57.7% | -30.3% |
| 3Y | +296.7% | +134.6% | +162.1% | +197.6% |
| All | +608.4% | -46.7% | +655.1% | +522.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling