+60.5%
TEM vs VCLT
+4.4%
+56.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | +0.9% | -0.5% | +1.4% | +2.1% |
| 30D | +38.4% | -0.9% | +39.2% | +41.2% |
| 3M | +23.7% | -3.2% | +26.9% | +33.5% |
| 6M | +26.0% | -3.8% | +29.8% | +38.3% |
| YTD | +9.4% | -2.0% | +11.4% | +15.6% |
| 1Y | -17.3% | -0.8% | -16.5% | -14.9% |
| All | +60.5% | +4.4% | +56.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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