+52.2%
TEM vs VMC
+0.8%
+51.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -1.4% |
| 7D | -1.1% | -5.3% | +4.3% | +4.4% |
| 30D | +11.3% | -12.3% | +23.6% | +26.8% |
| 3M | +25.5% | -10.3% | +35.8% | +37.7% |
| 6M | +17.1% | -8.6% | +25.7% | +23.5% |
| YTD | +3.8% | -11.9% | +15.7% | +9.2% |
| 1Y | -24.4% | -13.9% | -10.4% | -18.4% |
| All | +52.2% | +0.8% | +51.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling