+769.3%
VST vs TPR
+239.8%
+529.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | -2.3% | +11.2% | +9.6% |
| 30D | +6.2% | -23.0% | +29.2% | +13.5% |
| 3M | -2.7% | -12.5% | +9.7% | -0.2% |
| 6M | -8.4% | -21.4% | +13.1% | -3.4% |
| YTD | -7.2% | -3.5% | -3.7% | -8.1% |
| 1Y | -20.9% | +17.4% | -38.2% | -26.3% |
| 3Y | +384.0% | +291.3% | +92.7% | +253.0% |
| All | +769.3% | +239.8% | +529.5% | +529.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling