+56.7%
TEM vs VG
-49.4%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.8% |
| 7D | +3.5% | -7.7% | +11.2% | +4.6% |
| 30D | +13.5% | -8.8% | +22.4% | +14.4% |
| 3M | +46.3% | -15.6% | +61.9% | +48.2% |
| 6M | +61.5% | +5.2% | +56.3% | +54.8% |
| YTD | +36.4% | +76.9% | -40.5% | +7.7% |
| 1Y | +12.2% | +42.5% | -30.3% | -6.4% |
| All | +56.7% | -49.4% | +106.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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