+64.3%
TEM vs VG
-50.2%
+114.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.3% | +8.7% | +10.7% |
| 7D | +7.6% | -8.3% | +15.9% | +8.9% |
| 30D | +19.0% | -10.3% | +29.4% | +20.2% |
| 3M | +62.2% | -10.8% | +73.0% | +62.9% |
| 6M | +69.4% | +3.5% | +65.9% | +62.7% |
| YTD | +43.0% | +74.0% | -31.0% | +13.2% |
| 1Y | +18.0% | +48.9% | -30.9% | -3.2% |
| All | +64.3% | -50.2% | +114.5% | +60.5% |
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 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