+1,238.2%
VST vs TRI
+196.9%
+1,041.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +3.3% |
| 7D | +9.9% | -7.1% | +17.0% | +11.7% |
| 30D | +7.9% | -2.3% | +10.2% | +8.0% |
| 3M | +3.4% | +19.6% | -16.1% | -4.7% |
| 6M | -4.1% | -8.7% | +4.6% | -3.7% |
| YTD | -5.7% | -22.3% | +16.6% | +0.8% |
| 1Y | -18.9% | -40.7% | +21.8% | -1.8% |
| 3Y | +359.1% | -17.8% | +376.8% | +361.6% |
| 5Y | +766.9% | -8.5% | +775.4% | +711.3% |
| All | +1,238.2% | +196.9% | +1,041.3% | +779.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling