+3.8%
VUG vs TEM
+6.3%
-2.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | +0.3% |
| 7D | +4.4% | +7.8% | -3.4% | +3.5% |
| 30D | -7.3% | +11.2% | -18.6% | -8.6% |
| 3M | -4.2% | +39.0% | -43.2% | -8.9% |
| 6M | -1.6% | +61.6% | -63.2% | -9.3% |
| YTD | +4.9% | +28.5% | -23.6% | -2.2% |
| 1Y | +3.8% | +6.7% | -2.9% | +0.4% |
| All | +3.8% | +6.3% | -2.5% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling