+536.4%
VST vs TPG
+78.3%
+458.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +6.6% | +5.0% | +1.6% | +4.7% |
| 30D | -12.4% | +15.7% | -28.0% | -17.6% |
| 3M | -9.0% | -10.6% | +1.6% | -5.9% |
| 6M | -6.4% | +15.9% | -22.4% | -13.5% |
| YTD | -17.2% | -20.6% | +3.4% | -11.4% |
| 1Y | -22.0% | -11.8% | -10.3% | -20.5% |
| 3Y | +296.7% | +71.6% | +225.1% | +237.5% |
| All | +536.4% | +78.3% | +458.1% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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