+588.9%
VST vs TRGP
+415.2%
+173.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.7% | +13.2% | +12.0% |
| 7D | -9.8% | -16.0% | +6.2% | -0.6% |
| 30D | -25.1% | -6.4% | -18.7% | -22.4% |
| 3M | -11.6% | -1.0% | -10.6% | -12.1% |
| 6M | -20.9% | +7.0% | -27.9% | -25.6% |
| YTD | -22.3% | +46.1% | -68.4% | -40.4% |
| 1Y | -32.0% | +58.7% | -90.7% | -50.9% |
| 3Y | +262.4% | +221.9% | +40.5% | +100.3% |
| All | +588.9% | +415.2% | +173.7% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling