+60.5%
TEM vs VCIT
+11.1%
+49.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.3% | +1.3% | +2.3% |
| 30D | +38.4% | -0.8% | +39.1% | +42.8% |
| 3M | +23.7% | -1.0% | +24.7% | +29.7% |
| 6M | +26.0% | -1.8% | +27.8% | +36.6% |
| YTD | +9.4% | -0.7% | +10.1% | +14.3% |
| 1Y | -17.3% | +1.0% | -18.3% | -18.2% |
| All | +60.5% | +11.1% | +49.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling