+55.4%
VST vs TEM
+111.1%
-55.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.0% | -3.7% | +5.3% |
| 7D | -0.5% | +7.6% | -8.1% | -1.7% |
| 30D | -17.1% | +19.0% | -36.1% | -19.7% |
| 3M | -4.6% | +62.2% | -66.8% | -14.5% |
| 6M | -9.1% | +69.4% | -78.4% | -20.3% |
| YTD | -16.6% | +43.0% | -59.6% | -25.4% |
| 1Y | -29.5% | +18.0% | -47.5% | -34.6% |
| All | +55.4% | +111.1% | -55.7% | +23.6% |
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