+75.0%
TEM vs VCIT
+10.2%
+64.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.6% |
| 7D | -9.5% | +0.5% | -10.0% | -11.3% |
| 30D | -2.2% | +2.1% | -4.2% | -9.9% |
| 3M | +50.8% | -1.6% | +52.4% | +60.4% |
| 6M | +30.3% | -1.6% | +31.8% | +40.0% |
| YTD | +19.3% | -1.5% | +20.8% | +28.4% |
| 1Y | -14.4% | -0.4% | -14.0% | -11.3% |
| All | +75.0% | +10.2% | +64.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling