-18.9%
VST vs TEL
-1.0%
-17.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +9.9% | -1.4% | +11.3% | +10.4% |
| 30D | +7.9% | -4.9% | +12.8% | +10.0% |
| 3M | +3.4% | +0.1% | +3.3% | +2.4% |
| 6M | -4.1% | +0.4% | -4.5% | -7.7% |
| YTD | -5.7% | -8.9% | +3.2% | -3.0% |
| 1Y | -18.9% | -0.3% | -18.6% | -23.6% |
| All | -18.9% | -1.0% | -17.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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