+218.8%
VRT vs TEM
+60.7%
+158.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +13.6% | +3.2% | +10.4% | +13.0% |
| 30D | +6.8% | +23.5% | -16.8% | +1.8% |
| 3M | -3.2% | +32.3% | -35.5% | -9.8% |
| 6M | +20.3% | +23.0% | -2.7% | +12.4% |
| YTD | +79.6% | +8.9% | +70.7% | +70.9% |
| 1Y | +139.0% | -19.9% | +158.9% | +140.8% |
| All | +218.8% | +60.7% | +158.1% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling