+31.0%
VST vs TEM
+76.1%
-45.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.9% | +0.7% | -4.9% |
| 7D | -19.9% | -9.5% | -10.4% | -18.5% |
| 30D | -29.7% | -2.2% | -27.5% | -29.5% |
| 3M | -19.6% | +50.8% | -70.4% | -27.3% |
| 6M | -29.4% | +30.3% | -59.7% | -35.1% |
| YTD | -29.7% | +19.3% | -49.0% | -35.1% |
| 1Y | -40.0% | -14.4% | -25.7% | -41.1% |
| All | +31.0% | +76.1% | -45.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling