+38.5%
VUG vs TEM
+89.7%
-51.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | +0.2% |
| 7D | +4.4% | +7.8% | -3.4% | +3.6% |
| 30D | -7.3% | +11.2% | -18.6% | -8.4% |
| 3M | -4.2% | +39.0% | -43.2% | -8.0% |
| 6M | -1.6% | +61.6% | -63.2% | -7.3% |
| YTD | +4.9% | +28.5% | -23.6% | +0.2% |
| 1Y | +3.8% | +6.7% | -2.9% | +0.7% |
| All | +38.5% | +89.7% | -51.2% | +24.6% |
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