+46.6%
TEM vs ITOT
+45.4%
+1.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -1.9% |
| 7D | -8.7% | -0.9% | -7.8% | -6.3% |
| 30D | +8.1% | -1.5% | +9.5% | +13.0% |
| 3M | +19.0% | +3.6% | +15.4% | +9.3% |
| 6M | +12.0% | +13.7% | -1.7% | -19.7% |
| YTD | -0.1% | +12.9% | -13.0% | -27.0% |
| 1Y | -33.5% | +17.2% | -50.7% | -55.9% |
| All | +46.6% | +45.4% | +1.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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