+373.4%
VST vs TRGP
+252.7%
+120.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.3% |
| 7D | +8.9% | +0.8% | +8.1% | +8.3% |
| 30D | +6.2% | +11.5% | -5.3% | -2.4% |
| 3M | -2.7% | +9.0% | -11.7% | -9.8% |
| 6M | -8.4% | +20.5% | -28.9% | -22.4% |
| YTD | -7.2% | +59.5% | -66.7% | -38.1% |
| 1Y | -20.9% | +77.9% | -98.8% | -53.2% |
| All | +373.4% | +252.7% | +120.7% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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