+1,112.0%
VST vs TPR
+383.4%
+728.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.6% | +10.8% |
| 7D | -9.8% | +14.2% | -24.0% | -13.0% |
| 30D | -25.1% | +17.1% | -42.2% | -28.3% |
| 3M | -11.6% | -17.7% | +6.1% | -8.3% |
| 6M | -20.9% | -10.2% | -10.7% | -20.1% |
| YTD | -22.3% | +4.9% | -27.2% | -24.8% |
| 1Y | -32.0% | +36.1% | -68.1% | -38.4% |
| 3Y | +262.4% | +416.5% | -154.1% | +144.2% |
| 5Y | +563.4% | +254.8% | +308.6% | +366.6% |
| All | +1,112.0% | +383.4% | +728.6% | +583.8% |
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