+1,179.1%
VST vs TPR
+365.1%
+814.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +19.2% | -1.1% | +20.3% | +19.5% |
| 30D | -17.2% | +15.1% | -32.3% | -20.3% |
| 3M | -8.1% | -13.4% | +5.3% | -5.9% |
| 6M | -8.1% | +1.4% | -9.5% | -9.8% |
| YTD | -16.3% | +4.8% | -21.0% | -19.0% |
| 1Y | -24.1% | +29.2% | -53.3% | -30.4% |
| 3Y | +300.2% | +403.7% | -103.5% | +170.9% |
| 5Y | +645.9% | +230.8% | +415.1% | +433.1% |
| All | +1,179.1% | +365.1% | +814.1% | +636.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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