+361.1%
VST vs TPG
+112.7%
+248.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.1% |
| 7D | +8.9% | -2.4% | +11.4% | +10.2% |
| 30D | +6.2% | +11.1% | -4.9% | +0.1% |
| 3M | -2.7% | +26.3% | -29.0% | -15.1% |
| 6M | -8.4% | +18.3% | -26.7% | -17.7% |
| YTD | -7.2% | -14.4% | +7.2% | 0.0% |
| 1Y | -20.9% | -6.7% | -14.2% | -20.4% |
| All | +361.1% | +112.7% | +248.3% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling