+77.9%
TEM vs RBA
+21.9%
+56.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.6% |
| 7D | -5.9% | +1.7% | -7.6% | -7.3% |
| 30D | +4.8% | +8.3% | -3.5% | -3.3% |
| 3M | +31.9% | +10.5% | +21.3% | +19.2% |
| 6M | +56.0% | -5.9% | +61.9% | +57.8% |
| YTD | +21.3% | -6.9% | +28.1% | +18.9% |
| 1Y | +5.4% | -4.9% | +10.2% | -0.4% |
| All | +77.9% | +21.9% | +56.0% | +34.9% |
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