+45.9%
TEM vs RNG
+143.5%
-97.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.9% |
| 7D | -9.2% | -9.6% | +0.4% | -6.2% |
| 30D | +5.5% | +8.8% | -3.3% | +2.4% |
| 3M | +18.7% | +78.6% | -59.9% | -5.0% |
| 6M | +15.4% | +70.3% | -54.9% | -7.1% |
| YTD | -0.5% | +140.3% | -140.9% | -34.0% |
| 1Y | -24.8% | +126.6% | -151.5% | -49.0% |
| All | +45.9% | +143.5% | -97.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling