+56.5%
VXUS vs TEM
+61.6%
-5.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +0.9% | +0.1% | +1.0% |
| 30D | +2.2% | +38.4% | -36.2% | 0.0% |
| 3M | +3.0% | +23.7% | -20.7% | +1.2% |
| 6M | +10.7% | +26.0% | -15.3% | +8.3% |
| YTD | +17.8% | +9.4% | +8.4% | +16.0% |
| 1Y | +27.6% | -17.3% | +44.9% | +27.0% |
| All | +56.5% | +61.6% | -5.0% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling