-48.1%
TEMT vs VT
+31.1%
-79.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.2% | +2.6% | +18.6% | +7.9% |
| 7D | +12.6% | +0.4% | +12.3% | +11.5% |
| 30D | +30.2% | -2.6% | +32.8% | +54.4% |
| 3M | +101.0% | -3.2% | +104.2% | +151.6% |
| 6M | +86.1% | +0.9% | +85.2% | +99.4% |
| YTD | +7.7% | +11.3% | -3.6% | -30.8% |
| 1Y | -30.6% | +14.0% | -44.6% | -61.7% |
| All | -48.1% | +31.1% | -79.3% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling