-22.0%
VST vs TPR
+29.2%
-51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | -12.4% | +15.1% | -27.5% | -14.1% |
| 3M | -9.0% | +3.5% | -12.5% | -9.1% |
| 6M | -6.4% | +0.4% | -6.9% | -8.0% |
| YTD | -17.2% | +4.6% | -21.8% | -21.4% |
| 1Y | -22.0% | +33.1% | -55.1% | -33.8% |
| All | -22.0% | +29.2% | -51.2% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling