+97.3%
TEM vs RNG
+165.4%
-68.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.2% |
| 7D | +5.1% | -3.5% | +8.6% | +6.3% |
| 30D | +16.8% | -3.8% | +20.6% | +18.2% |
| 3M | +42.6% | +18.6% | +24.1% | +34.4% |
| 6M | +63.9% | +69.2% | -5.3% | +34.0% |
| YTD | +34.5% | +161.9% | -127.4% | -13.3% |
| 1Y | +11.0% | +176.2% | -165.2% | -30.9% |
| All | +97.3% | +165.4% | -68.0% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling