+69.0%
VGT vs TEM
+60.7%
+8.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.8% | +3.2% | -1.4% | +1.5% |
| 30D | -0.3% | +23.5% | -23.8% | -3.2% |
| 3M | +3.4% | +32.3% | -28.9% | -0.8% |
| 6M | +35.0% | +23.0% | +12.0% | +29.8% |
| YTD | +28.8% | +8.9% | +19.9% | +25.1% |
| 1Y | +38.0% | -19.9% | +57.8% | +37.9% |
| All | +69.0% | +60.7% | +8.2% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling