-25.1%
VST vs TEM
+10.9%
-36.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +10.9% | +5.1% | +5.9% | +10.2% |
| 30D | -15.6% | +16.8% | -32.4% | -17.2% |
| 3M | -7.8% | +42.6% | -50.4% | -13.5% |
| 6M | -12.0% | +63.9% | -75.9% | -20.4% |
| YTD | -16.9% | +34.5% | -51.4% | -24.0% |
| 1Y | -25.1% | +11.0% | -36.1% | -27.5% |
| All | -25.1% | +10.9% | -36.0% | -27.5% |
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