+13.8%
VRT vs TEM
-11.1%
+24.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.4% |
| 7D | -15.4% | -1.3% | -14.1% | -15.2% |
| 30D | -19.0% | -9.5% | -9.5% | -18.1% |
| 3M | -23.8% | +60.7% | -84.5% | -30.1% |
| 6M | -37.9% | +35.5% | -73.3% | -41.3% |
| YTD | +27.0% | +28.0% | -1.1% | +17.4% |
| 1Y | +13.8% | -10.5% | +24.3% | +27.2% |
| All | +13.8% | -11.1% | +24.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling