+54.4%
VST vs TEM
+79.0%
-24.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.5% | -0.1% |
| 7D | +6.6% | -5.9% | +12.4% | +7.7% |
| 30D | -12.4% | +4.8% | -17.2% | -13.2% |
| 3M | -9.0% | +31.9% | -40.9% | -15.4% |
| 6M | -6.4% | +56.0% | -62.4% | -16.9% |
| YTD | -17.2% | +21.3% | -38.4% | -23.7% |
| 1Y | -22.0% | +5.4% | -27.4% | -26.3% |
| All | +54.4% | +79.0% | -24.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling