+50.0%
VT vs TEM
+61.6%
-11.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | +1.0% | +38.4% | -37.4% | -1.7% |
| 3M | +2.4% | +23.7% | -21.3% | +0.2% |
| 6M | +12.0% | +26.0% | -14.0% | +9.0% |
| YTD | +15.3% | +9.4% | +5.9% | +13.1% |
| 1Y | +22.6% | -17.3% | +39.9% | +22.1% |
| All | +50.0% | +61.6% | -11.6% | +39.9% |
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