-36.9%
RKT vs TEM
-28.1%
-8.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -0.6% |
| 7D | -7.2% | -9.2% | +1.9% | -4.7% |
| 30D | -7.9% | +5.5% | -13.4% | -10.6% |
| 3M | +5.2% | +18.7% | -13.5% | -2.3% |
| 6M | -14.9% | +15.4% | -30.3% | -21.4% |
| YTD | -31.9% | -0.5% | -31.3% | -34.8% |
| 1Y | -36.9% | -24.8% | -12.0% | -38.1% |
| All | -36.9% | -28.1% | -8.7% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling