+60.5%
TEM vs RL
+96.2%
-35.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.6% |
| 7D | +0.9% | -0.8% | +1.7% | +1.5% |
| 30D | +38.4% | -7.8% | +46.1% | +46.4% |
| 3M | +23.7% | -4.0% | +27.6% | +25.4% |
| 6M | +26.0% | -1.9% | +27.9% | +22.7% |
| YTD | +9.4% | -0.2% | +9.6% | +3.4% |
| 1Y | -17.3% | +10.7% | -28.0% | -30.1% |
| All | +60.5% | +96.2% | -35.6% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling