-10.5%
TEM vs VIG
+19.5%
-30.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -7.4% |
| 7D | -1.3% | +2.7% | -4.0% | -7.1% |
| 30D | -9.5% | +7.0% | -16.5% | -22.8% |
| 3M | +60.7% | +4.0% | +56.7% | +46.9% |
| 6M | +35.5% | +12.3% | +23.2% | +2.1% |
| YTD | +28.0% | +16.4% | +11.7% | -13.5% |
| 1Y | -10.5% | +19.2% | -29.7% | -44.9% |
| All | -10.5% | +19.5% | -30.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling