-10.5%
TEM vs RL
+34.3%
-44.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -4.2% |
| 7D | -1.3% | +5.8% | -7.1% | -3.0% |
| 30D | -9.5% | +12.7% | -22.2% | -12.7% |
| 3M | +60.7% | +9.3% | +51.4% | +56.3% |
| 6M | +35.5% | +16.9% | +18.6% | +29.0% |
| YTD | +28.0% | +17.5% | +10.6% | +16.9% |
| 1Y | -10.5% | +34.6% | -45.2% | -30.6% |
| All | -10.5% | +34.3% | -44.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling