-20.9%
VST vs TEM
-15.5%
-5.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +0.9% | +8.0% | +8.8% |
| 30D | +6.2% | +38.4% | -32.2% | +0.4% |
| 3M | -2.7% | +23.7% | -26.4% | -7.1% |
| 6M | -8.4% | +26.0% | -34.3% | -13.7% |
| YTD | -7.2% | +9.4% | -16.6% | -11.2% |
| 1Y | -20.9% | -17.3% | -3.6% | -16.8% |
| All | -20.9% | -15.5% | -5.4% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling