+43.4%
VUG vs TEM
+60.7%
-17.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | +3.2% | -2.4% | +0.6% |
| 30D | -1.4% | +23.5% | -24.9% | -3.8% |
| 3M | +2.3% | +32.3% | -30.0% | -1.1% |
| 6M | +15.7% | +23.0% | -7.3% | +12.0% |
| YTD | +8.6% | +8.9% | -0.3% | +6.0% |
| 1Y | +14.1% | -19.9% | +33.9% | +13.8% |
| All | +43.4% | +60.7% | -17.3% | +31.8% |
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