+97.3%
TEM vs VT
+46.0%
+51.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -4.5% |
| 7D | +5.1% | -0.7% | +5.7% | +7.4% |
| 30D | +16.8% | -1.7% | +18.6% | +23.4% |
| 3M | +42.6% | -2.3% | +44.9% | +53.8% |
| 6M | +63.9% | +1.5% | +62.4% | +60.0% |
| YTD | +34.5% | +12.0% | +22.5% | -1.2% |
| 1Y | +11.0% | +12.9% | -1.9% | -20.0% |
| All | +97.3% | +46.0% | +51.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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