+262.4%
VST vs TEL
+71.9%
+190.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.2% | +10.4% |
| 7D | -9.8% | -2.8% | -7.0% | -8.2% |
| 30D | -25.1% | -4.1% | -21.1% | -23.1% |
| 3M | -11.6% | -3.4% | -8.2% | -9.9% |
| 6M | -20.9% | -3.5% | -17.4% | -20.1% |
| YTD | -22.3% | -8.0% | -14.3% | -20.2% |
| 1Y | -32.0% | -13.7% | -18.3% | -27.2% |
| 3Y | +262.4% | +71.9% | +190.5% | +155.4% |
| All | +262.4% | +71.9% | +190.5% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling