+77.9%
TEM vs VIG
+44.1%
+33.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -5.9% | +3.5% | -9.3% | -14.8% |
| 30D | +4.8% | +4.9% | -0.1% | -9.7% |
| 3M | +31.9% | +2.5% | +29.4% | +21.6% |
| 6M | +56.0% | +11.0% | +45.0% | +11.9% |
| YTD | +21.3% | +16.0% | +5.3% | -24.1% |
| 1Y | +5.4% | +17.5% | -12.2% | -36.8% |
| All | +77.9% | +44.1% | +33.8% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling