+621.8%
VST vs TPG
+78.6%
+543.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.1% |
| 7D | +5.3% | -6.5% | +11.8% | +8.0% |
| 30D | +5.8% | +0.1% | +5.7% | +5.2% |
| 3M | +3.5% | +14.5% | -11.0% | -2.9% |
| 6M | -7.4% | +17.3% | -24.7% | -14.5% |
| YTD | -6.1% | -20.5% | +14.4% | +1.2% |
| 1Y | -21.6% | -13.2% | -8.4% | -19.2% |
| 3Y | +357.2% | +87.7% | +269.4% | +283.3% |
| All | +621.8% | +78.6% | +543.2% | +485.3% |
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