-1.4%
RKT vs TEM
+79.0%
-80.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +0.8% |
| 7D | -9.0% | -5.9% | -3.1% | -8.3% |
| 30D | +30.2% | +4.8% | +25.4% | +28.9% |
| 3M | -8.8% | +31.9% | -40.7% | -13.8% |
| 6M | -0.9% | +56.0% | -56.9% | -8.6% |
| YTD | -29.2% | +21.3% | -50.4% | -33.0% |
| 1Y | -20.1% | +5.4% | -25.4% | -23.3% |
| All | -1.4% | +79.0% | -80.4% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling