+40.7%
RSP vs TEM
+79.0%
-38.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.6% |
| 7D | +2.4% | -5.9% | +8.2% | +2.7% |
| 30D | +4.3% | +4.8% | -0.5% | +3.8% |
| 3M | -0.3% | +31.9% | -32.2% | -3.0% |
| 6M | +9.8% | +56.0% | -46.2% | +5.2% |
| YTD | +16.8% | +21.3% | -4.4% | +13.3% |
| 1Y | +19.5% | +5.4% | +14.1% | +16.9% |
| All | +40.7% | +79.0% | -38.3% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling