+44.7%
VT vs TEM
+111.1%
-66.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.0% | -8.4% | +1.8% |
| 7D | +0.4% | +7.6% | -7.2% | -0.2% |
| 30D | -2.6% | +19.0% | -21.6% | -4.0% |
| 3M | -3.2% | +62.2% | -65.5% | -7.2% |
| 6M | +0.9% | +69.4% | -68.4% | -4.0% |
| YTD | +11.3% | +43.0% | -31.7% | +6.6% |
| 1Y | +14.0% | +18.0% | -4.0% | +10.5% |
| All | +44.7% | +111.1% | -66.4% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling