+52.2%
TEM vs VYM
+46.2%
+6.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.2% |
| 7D | -1.1% | -1.0% | -0.1% | +1.9% |
| 30D | +11.3% | -2.0% | +13.3% | +18.0% |
| 3M | +25.5% | +3.1% | +22.5% | +14.3% |
| 6M | +17.1% | +8.9% | +8.2% | -9.6% |
| YTD | +3.8% | +14.7% | -11.0% | -32.5% |
| 1Y | -24.4% | +19.4% | -43.8% | -56.7% |
| All | +52.2% | +46.2% | +6.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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