+21.8%
RSP vs TEM
-11.1%
+32.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.0% |
| 7D | +2.7% | -1.3% | +4.0% | +2.7% |
| 30D | +5.8% | -9.5% | +15.3% | +6.2% |
| 3M | +1.8% | +60.7% | -58.9% | -2.2% |
| 6M | +11.6% | +35.5% | -23.9% | +8.2% |
| YTD | +18.0% | +28.0% | -10.1% | +13.8% |
| 1Y | +21.8% | -10.5% | +32.3% | +22.3% |
| All | +21.8% | -11.1% | +32.9% | +22.3% |
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