-14.4%
TEM vs RNG
+173.4%
-187.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.7% | -2.2% | -6.1% |
| 7D | -9.5% | -11.2% | +1.7% | -7.7% |
| 30D | -2.2% | -3.8% | +1.6% | -1.4% |
| 3M | +50.8% | +21.1% | +29.7% | +47.1% |
| 6M | +30.3% | +56.2% | -26.0% | +22.8% |
| YTD | +19.3% | +158.8% | -139.5% | +3.6% |
| 1Y | -14.4% | +173.6% | -188.0% | -32.5% |
| All | -14.4% | +173.4% | -187.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling