+88.9%
TEM vs RBA
+19.8%
+69.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +9.2% |
| 7D | +5.3% | +4.3% | +1.0% | +1.1% |
| 30D | +8.1% | +16.3% | -8.2% | -7.6% |
| 3M | +64.9% | +1.3% | +63.6% | +62.0% |
| 6M | +42.1% | -11.1% | +53.2% | +53.2% |
| YTD | +28.8% | -8.5% | +37.3% | +28.2% |
| 1Y | +5.5% | -2.1% | +7.6% | -5.9% |
| All | +88.9% | +19.8% | +69.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling