+88.9%
TEM vs RL
+110.9%
-22.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.4% | +9.3% | +9.0% |
| 7D | +5.3% | -4.2% | +9.5% | +8.4% |
| 30D | +8.1% | +4.3% | +3.8% | +4.6% |
| 3M | +64.9% | -4.6% | +69.5% | +69.6% |
| 6M | +42.1% | +1.7% | +40.4% | +36.8% |
| YTD | +28.8% | +7.3% | +21.4% | +14.6% |
| 1Y | +5.5% | +20.8% | -15.3% | -17.2% |
| All | +88.9% | +110.9% | -22.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling