+109.8%
TEM vs RBA
+22.7%
+87.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.6% | +8.7% |
| 7D | +7.6% | +2.5% | +5.1% | +5.1% |
| 30D | +19.0% | +11.6% | +7.5% | +6.6% |
| 3M | +62.2% | +1.5% | +60.7% | +59.3% |
| 6M | +69.4% | -6.6% | +76.0% | +73.2% |
| YTD | +43.0% | -6.3% | +49.3% | +39.4% |
| 1Y | +18.0% | -4.0% | +22.0% | +10.4% |
| All | +109.8% | +22.7% | +87.1% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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