+1,437.5%
RGTI vs TEM
+46.9%
+1,390.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.5% |
| 7D | -0.1% | -9.2% | +9.0% | +4.7% |
| 30D | -16.2% | +5.5% | -21.7% | -20.6% |
| 3M | -22.0% | +18.7% | -40.8% | -31.3% |
| 6M | -10.8% | +15.4% | -26.2% | -20.0% |
| YTD | -31.6% | -0.5% | -31.0% | -33.9% |
| 1Y | -6.4% | -24.8% | +18.5% | +2.7% |
| All | +1,437.5% | +46.9% | +1,390.7% | +983.4% |
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 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