+41.1%
VT vs TEM
+90.1%
-49.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.7% | -0.3% |
| 7D | -2.3% | +5.3% | -7.6% | -2.7% |
| 30D | -5.0% | +8.1% | -13.1% | -5.6% |
| 3M | -4.9% | +64.9% | -69.8% | -9.0% |
| 6M | -1.5% | +42.1% | -43.7% | -5.1% |
| YTD | +8.5% | +28.8% | -20.3% | +4.7% |
| 1Y | +11.4% | +5.5% | +5.9% | +8.9% |
| All | +41.1% | +90.1% | -49.1% | +29.5% |
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