+77.9%
TEM vs VMC
+12.6%
+65.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.1% |
| 7D | -5.9% | -1.3% | -4.6% | -4.4% |
| 30D | +4.8% | +15.5% | -10.7% | -9.1% |
| 3M | +31.9% | +0.6% | +31.3% | +30.5% |
| 6M | +56.0% | +2.1% | +53.9% | +48.1% |
| YTD | +21.3% | -1.6% | +22.8% | +13.8% |
| 1Y | +5.4% | -1.2% | +6.6% | -1.7% |
| All | +77.9% | +12.6% | +65.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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