+88.5%
TEM vs RL
+118.9%
-30.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -3.8% |
| 7D | +7.8% | +2.4% | +5.4% | +6.0% |
| 30D | +11.2% | +4.6% | +6.7% | +7.7% |
| 3M | +39.0% | -1.1% | +40.1% | +39.5% |
| 6M | +61.6% | +16.5% | +45.1% | +39.0% |
| YTD | +28.5% | +11.4% | +17.1% | +11.5% |
| 1Y | +6.7% | +16.1% | -9.4% | -11.5% |
| All | +88.5% | +118.9% | -30.3% | -30.0% |
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