+52.2%
TEM vs VIG
+36.2%
+16.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.0% |
| 7D | -1.1% | -1.2% | +0.1% | +2.7% |
| 30D | +11.3% | -2.8% | +14.1% | +21.6% |
| 3M | +25.5% | +2.5% | +23.1% | +15.9% |
| 6M | +17.1% | +8.1% | +9.0% | -8.0% |
| YTD | +3.8% | +9.6% | -5.8% | -22.2% |
| 1Y | -24.4% | +14.2% | -38.5% | -50.2% |
| All | +52.2% | +36.2% | +16.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling