+97.3%
TEM vs VCIT
+9.9%
+87.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | -0.5% | +5.5% | +6.8% |
| 30D | +16.8% | +1.0% | +15.8% | +11.9% |
| 3M | +42.6% | -1.4% | +44.0% | +50.3% |
| 6M | +63.9% | -2.1% | +66.0% | +78.9% |
| YTD | +34.5% | -1.8% | +36.3% | +45.9% |
| 1Y | +11.0% | -1.4% | +12.4% | +18.9% |
| All | +97.3% | +9.9% | +87.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling