+88.5%
TEM vs VIG
+44.1%
+44.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.4% |
| 7D | +7.8% | +3.1% | +4.7% | -1.4% |
| 30D | +11.2% | +5.0% | +6.2% | -4.5% |
| 3M | +39.0% | +2.7% | +36.3% | +27.5% |
| 6M | +61.6% | +11.0% | +50.7% | +16.1% |
| YTD | +28.5% | +16.0% | +12.6% | -19.6% |
| 1Y | +6.7% | +16.3% | -9.5% | -33.5% |
| All | +88.5% | +44.1% | +44.4% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling