-25.0%
VST vs TPR
-11.2%
-13.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.4% | -13.8% |
| 7D | -15.7% | +12.6% | -28.4% | -16.0% |
| 30D | -17.0% | +7.1% | -24.1% | -17.0% |
| 3M | -15.9% | -19.4% | +3.5% | -13.7% |
| 6M | -25.0% | -9.7% | -15.3% | -25.4% |
| All | -25.0% | -11.2% | -13.8% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling