+61.6%
TEM vs RNG
+72.5%
-10.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -4.6% |
| 7D | +7.8% | +2.3% | +5.5% | +7.4% |
| 30D | +11.2% | -3.4% | +14.6% | +11.8% |
| 3M | +39.0% | +20.9% | +18.1% | +37.8% |
| 6M | +61.6% | +82.2% | -20.6% | +59.7% |
| All | +61.6% | +72.5% | -10.8% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling