+962.7%
VST vs TPR
+345.6%
+617.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.4% | -14.7% |
| 7D | -15.7% | +12.6% | -28.4% | -18.4% |
| 30D | -17.0% | +7.1% | -24.1% | -18.7% |
| 3M | -15.9% | -19.4% | +3.5% | -12.2% |
| 6M | -25.0% | -9.7% | -15.3% | -24.3% |
| YTD | -25.1% | -1.0% | -24.1% | -26.4% |
| 1Y | -34.9% | +19.3% | -54.2% | -39.0% |
| 3Y | +252.7% | +379.0% | -126.3% | +141.7% |
| 5Y | +582.3% | +239.1% | +343.2% | +385.4% |
| 10Y | +1,076.6% | +364.0% | +712.6% | +540.0% |
| All | +962.7% | +345.6% | +617.1% | +493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling