+100.1%
TEM vs RL
+123.8%
-23.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | +3.5% | +1.3% | +2.2% | +2.4% |
| 30D | +13.5% | +7.6% | +5.9% | +7.6% |
| 3M | +46.3% | -1.5% | +47.8% | +47.3% |
| 6M | +61.5% | +12.1% | +49.5% | +44.0% |
| YTD | +36.4% | +13.9% | +22.5% | +16.4% |
| 1Y | +12.2% | +20.7% | -8.5% | -10.1% |
| All | +100.1% | +123.8% | -23.7% | -27.0% |
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