+40.6%
RSP vs TEM
+111.1%
-70.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.0% | -8.8% | +1.5% |
| 7D | +0.4% | +7.6% | -7.2% | -0.1% |
| 30D | +3.7% | +19.0% | -15.3% | +2.3% |
| 3M | +0.8% | +62.2% | -61.5% | -3.2% |
| 6M | +9.1% | +69.4% | -60.3% | +3.9% |
| YTD | +16.7% | +43.0% | -26.3% | +12.0% |
| 1Y | +19.7% | +18.0% | +1.7% | +16.2% |
| All | +40.6% | +111.1% | -70.5% | +26.9% |
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