+38.8%
RSP vs TEM
+61.6%
-22.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | -0.3% | +38.4% | -38.7% | -2.9% |
| 3M | +4.3% | +23.7% | -19.4% | +2.1% |
| 6M | +8.8% | +26.0% | -17.2% | +6.0% |
| YTD | +15.3% | +9.4% | +5.8% | +13.1% |
| 1Y | +18.3% | -17.3% | +35.6% | +17.9% |
| All | +38.8% | +61.6% | -22.7% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling