+1,079.0%
VST vs TEL
+307.3%
+771.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 7D | +10.9% | -0.4% | +11.3% | +11.3% |
| 30D | -15.6% | +1.0% | -16.6% | -15.8% |
| 3M | -7.8% | +0.7% | -8.5% | -8.2% |
| 6M | -12.0% | +7.3% | -19.2% | -15.7% |
| YTD | -16.9% | -2.5% | -14.4% | -17.3% |
| 1Y | -25.1% | -10.3% | -14.8% | -22.4% |
| 3Y | +297.1% | +81.1% | +215.9% | +192.9% |
| 5Y | +641.9% | +45.3% | +596.6% | +490.6% |
| 10Y | +1,142.3% | +290.3% | +852.0% | +518.7% |
| All | +1,079.0% | +307.3% | +771.7% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling