+52.2%
TEM vs VO
+38.8%
+13.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -2.2% |
| 7D | -1.1% | -0.6% | -0.5% | +0.9% |
| 30D | +11.3% | -1.9% | +13.2% | +18.2% |
| 3M | +25.5% | +3.3% | +22.3% | +14.5% |
| 6M | +17.1% | +9.7% | +7.4% | -9.9% |
| YTD | +3.8% | +12.6% | -8.8% | -26.7% |
| 1Y | -24.4% | +13.6% | -38.0% | -47.8% |
| All | +52.2% | +38.8% | +13.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling