+207.5%
VRT vs TEM
+61.6%
+145.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +9.1% | +0.9% | +8.2% | +9.0% |
| 30D | +0.9% | +38.4% | -37.4% | -6.1% |
| 3M | -13.4% | +23.7% | -37.0% | -18.2% |
| 6M | +11.7% | +26.0% | -14.3% | +3.9% |
| YTD | +73.2% | +9.4% | +63.8% | +64.7% |
| 1Y | +123.4% | -17.3% | +140.7% | +123.8% |
| All | +207.5% | +61.6% | +145.9% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling