+46.6%
TEM vs RNG
+143.1%
-96.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -8.7% | -6.1% | -2.6% | -6.8% |
| 30D | +8.1% | +9.6% | -1.5% | +4.7% |
| 3M | +19.0% | +83.3% | -64.3% | -5.7% |
| 6M | +12.0% | +77.9% | -65.9% | -11.3% |
| YTD | -0.1% | +139.9% | -140.0% | -33.6% |
| 1Y | -33.5% | +121.7% | -155.2% | -54.3% |
| All | +46.6% | +143.1% | -96.5% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling