+52.2%
TEM vs VTRS
+74.8%
-22.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.3% |
| 7D | -1.1% | -3.5% | +2.4% | +0.9% |
| 30D | +11.3% | +2.1% | +9.2% | +10.1% |
| 3M | +25.5% | +2.6% | +22.9% | +22.8% |
| 6M | +17.1% | +17.8% | -0.6% | +3.2% |
| YTD | +3.8% | +35.7% | -31.9% | -18.7% |
| 1Y | -24.4% | +63.5% | -87.8% | -49.1% |
| All | +52.2% | +74.8% | -22.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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