+77.9%
TEM vs RL
+116.4%
-38.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -4.8% |
| 7D | -5.9% | +2.6% | -8.4% | -7.4% |
| 30D | +4.8% | +2.9% | +1.9% | +2.7% |
| 3M | +31.9% | 0.0% | +31.9% | +31.3% |
| 6M | +56.0% | +17.1% | +38.9% | +33.4% |
| YTD | +21.3% | +10.1% | +11.1% | +6.2% |
| 1Y | +5.4% | +17.3% | -11.9% | -13.8% |
| All | +77.9% | +116.4% | -38.5% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling