+613.2%
VST vs TPG
+92.2%
+520.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +8.9% | -2.4% | +11.4% | +9.9% |
| 30D | +6.2% | +11.1% | -4.9% | +1.6% |
| 3M | -2.7% | +26.3% | -29.0% | -12.1% |
| 6M | -8.4% | +18.3% | -26.7% | -15.4% |
| YTD | -7.2% | -14.4% | +7.2% | -2.7% |
| 1Y | -20.9% | -6.7% | -14.2% | -20.7% |
| 3Y | +384.0% | +111.5% | +272.5% | +290.7% |
| All | +613.2% | +92.2% | +520.9% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling