+67.0%
VGT vs TEM
+46.9%
+20.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | -1.0% | -9.2% | +8.1% | 0.0% |
| 30D | -0.4% | +5.5% | -5.9% | -1.5% |
| 3M | +6.6% | +18.7% | -12.1% | +3.6% |
| 6M | +31.0% | +15.4% | +15.6% | +26.9% |
| YTD | +27.2% | -0.5% | +27.8% | +24.9% |
| 1Y | +34.5% | -24.8% | +59.3% | +35.3% |
| All | +67.0% | +46.9% | +20.1% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling