+48.0%
TEM vs VG
-51.4%
+99.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.9% | +8.0% |
| 7D | +5.3% | -22.0% | +27.3% | +8.5% |
| 30D | +8.1% | -11.6% | +19.7% | +9.3% |
| 3M | +64.9% | -14.9% | +79.8% | +66.6% |
| 6M | +42.1% | -3.5% | +45.7% | +38.3% |
| YTD | +28.8% | +70.0% | -41.2% | +2.2% |
| 1Y | +5.5% | +50.0% | -44.5% | -14.0% |
| All | +48.0% | -51.4% | +99.3% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling