+5.4%
TEM vs RNG
+176.7%
-171.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.5% |
| 7D | -5.9% | +4.6% | -10.5% | -6.5% |
| 30D | +4.8% | +0.4% | +4.4% | +4.8% |
| 3M | +31.9% | +11.4% | +20.5% | +30.0% |
| 6M | +56.0% | +95.7% | -39.7% | +42.1% |
| YTD | +21.3% | +162.9% | -141.6% | +6.3% |
| 1Y | +5.4% | +180.3% | -174.9% | -11.8% |
| All | +5.4% | +176.7% | -171.3% | -11.8% |
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