+44.8%
VST vs TEM
+90.1%
-45.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.0% | +2.6% | +9.1% |
| 7D | -9.8% | +5.3% | -15.1% | -10.6% |
| 30D | -25.1% | +8.1% | -33.2% | -26.2% |
| 3M | -11.6% | +64.9% | -76.5% | -21.3% |
| 6M | -20.9% | +42.1% | -63.1% | -28.4% |
| YTD | -22.3% | +28.8% | -51.1% | -29.2% |
| 1Y | -32.0% | +5.5% | -37.5% | -35.6% |
| All | +44.8% | +90.1% | -45.3% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling