+59.7%
TEM vs RL
+93.9%
-34.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | +3.2% | +1.9% | +1.4% | +1.8% |
| 30D | +23.5% | -12.2% | +35.7% | +35.9% |
| 3M | +32.3% | -6.6% | +39.0% | +37.1% |
| 6M | +23.0% | +3.2% | +19.9% | +14.4% |
| YTD | +8.9% | -1.3% | +10.2% | +3.7% |
| 1Y | -19.9% | +13.6% | -33.4% | -34.2% |
| All | +59.7% | +93.9% | -34.2% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling