+77.9%
TEM vs VFC
+59.6%
+18.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.2% | -8.9% | -7.1% |
| 7D | -5.9% | +1.6% | -7.5% | -6.5% |
| 30D | +4.8% | +25.5% | -20.7% | -5.2% |
| 3M | +31.9% | +41.3% | -9.4% | +12.5% |
| 6M | +56.0% | +22.2% | +33.8% | +39.7% |
| YTD | +21.3% | +16.4% | +4.9% | +10.7% |
| 1Y | +5.4% | +38.4% | -33.0% | -11.6% |
| All | +77.9% | +59.6% | +18.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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