-17.3%
TEM vs VIG
+16.9%
-34.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +1.1% |
| 7D | +0.9% | -0.4% | +1.3% | +2.1% |
| 30D | +38.4% | -1.0% | +39.3% | +41.8% |
| 3M | +23.7% | +2.8% | +20.9% | +15.6% |
| 6M | +26.0% | +8.2% | +17.8% | +3.1% |
| YTD | +9.4% | +11.0% | -1.6% | -17.0% |
| 1Y | -17.3% | +16.1% | -33.4% | -48.2% |
| All | -17.3% | +16.9% | -34.1% | -48.2% |
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