+59.7%
TEM vs VFC
+1.2%
+58.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.3% |
| 7D | +3.2% | +0.8% | +2.4% | +2.8% |
| 30D | +23.5% | -11.9% | +35.5% | +30.5% |
| 3M | +32.3% | -20.2% | +52.5% | +43.8% |
| 6M | +23.0% | -23.0% | +46.0% | +36.1% |
| YTD | +8.9% | -26.2% | +35.1% | +22.1% |
| 1Y | -19.9% | -13.3% | -6.5% | -17.7% |
| All | +59.7% | +1.2% | +58.5% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling