+188.2%
VRT vs TEM
+53.2%
+135.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.7% | -4.9% | -8.7% |
| 7D | +2.4% | -1.1% | +3.5% | +2.7% |
| 30D | -2.7% | +11.3% | -14.0% | -5.3% |
| 3M | -9.2% | +25.5% | -34.7% | -14.4% |
| 6M | -0.5% | +17.1% | -17.6% | -6.1% |
| YTD | +62.3% | +3.8% | +58.6% | +56.0% |
| 1Y | +109.6% | -24.4% | +133.9% | +113.6% |
| All | +188.2% | +53.2% | +135.0% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling