+100.5%
VRT vs TEM
+90.1%
+10.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +2.0% |
| 7D | -21.4% | +5.3% | -26.7% | -22.0% |
| 30D | -25.8% | +8.1% | -33.9% | -26.8% |
| 3M | -33.5% | +64.9% | -98.4% | -40.5% |
| 6M | -49.0% | +42.1% | -91.2% | -53.6% |
| YTD | +12.9% | +28.8% | -15.8% | +3.5% |
| 1Y | 0.0% | +5.5% | -5.5% | -4.5% |
| All | +100.5% | +90.1% | +10.4% | +63.8% |
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 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