-32.0%
VST vs TEM
-5.3%
-26.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.0% | +2.6% | +9.5% |
| 7D | -9.8% | +5.3% | -15.1% | -10.3% |
| 30D | -25.1% | +8.1% | -33.2% | -25.9% |
| 3M | -11.6% | +64.9% | -76.5% | -19.1% |
| 6M | -20.9% | +42.1% | -63.1% | -26.7% |
| YTD | -22.3% | +28.8% | -51.1% | -28.5% |
| 1Y | -32.0% | +5.5% | -37.5% | -33.8% |
| All | -32.0% | -5.3% | -26.7% | -33.8% |
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