+227.8%
VST vs TPR
+412.6%
-184.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.1% | -13.2% | -8.6% |
| 7D | -19.9% | +13.9% | -33.8% | -24.0% |
| 30D | -29.7% | +14.9% | -44.6% | -33.7% |
| 3M | -19.6% | -15.4% | -4.2% | -15.3% |
| 6M | -29.4% | -4.5% | -24.9% | -30.3% |
| YTD | -29.7% | +6.0% | -35.7% | -34.5% |
| 1Y | -40.0% | +24.3% | -64.4% | -48.4% |
| All | +227.8% | +412.6% | -184.8% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling