-63.9%
TEMT vs VT
+35.9%
-99.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +1.6% | +0.4% | +1.2% | -0.5% |
| 30D | +72.2% | +1.0% | +71.3% | +68.7% |
| 3M | +22.5% | +2.4% | +20.1% | +17.5% |
| 6M | +8.5% | +12.0% | -3.5% | -31.7% |
| YTD | -25.0% | +15.3% | -40.4% | -61.3% |
| 1Y | -63.8% | +22.6% | -86.4% | -87.4% |
| All | -63.9% | +35.9% | -99.8% | -94.8% |
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