+624.7%
VST vs TPG
+85.9%
+538.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.9% |
| 7D | +9.9% | -2.9% | +12.7% | +11.0% |
| 30D | +7.9% | +5.0% | +2.9% | +5.4% |
| 3M | +3.4% | +24.9% | -21.5% | -6.2% |
| 6M | -4.1% | +21.1% | -25.2% | -12.5% |
| YTD | -5.7% | -17.3% | +11.6% | +0.1% |
| 1Y | -18.9% | -9.8% | -9.1% | -17.6% |
| 3Y | +359.1% | +95.4% | +263.6% | +279.1% |
| All | +624.7% | +85.9% | +538.8% | +478.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling