+52.2%
TEM vs VNQ
+23.9%
+28.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -3.0% |
| 7D | -1.1% | -0.9% | -0.2% | +0.5% |
| 30D | +11.3% | -2.2% | +13.5% | +15.6% |
| 3M | +25.5% | -1.9% | +27.5% | +27.7% |
| 6M | +17.1% | +3.2% | +13.9% | +7.7% |
| YTD | +3.8% | +9.4% | -5.6% | -15.3% |
| 1Y | -24.4% | +7.5% | -31.9% | -36.0% |
| All | +52.2% | +23.9% | +28.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling