+54.5%
TEM vs VG
-46.6%
+101.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.1% |
| 7D | +5.1% | +5.5% | -0.4% | +4.3% |
| 30D | +16.8% | -3.6% | +20.4% | +16.8% |
| 3M | +42.6% | -4.0% | +46.6% | +41.9% |
| 6M | +63.9% | +9.4% | +54.5% | +56.4% |
| YTD | +34.5% | +86.6% | -52.1% | +5.4% |
| 1Y | +11.0% | +69.5% | -58.5% | -11.1% |
| All | +54.5% | -46.6% | +101.1% | +49.5% |
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