+37.4%
RSP vs TEM
+60.7%
-23.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | -1.5% | +23.5% | -25.0% | -3.3% |
| 3M | +4.8% | +32.3% | -27.5% | +2.1% |
| 6M | +10.3% | +23.0% | -12.7% | +7.6% |
| YTD | +14.1% | +8.9% | +5.2% | +12.0% |
| 1Y | +17.0% | -19.9% | +36.9% | +16.9% |
| All | +37.4% | +60.7% | -23.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling