-17.3%
TEM vs RRC
+23.4%
-40.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | +38.4% | +10.1% | +28.3% | +37.0% |
| 3M | +23.7% | +4.0% | +19.6% | +23.7% |
| 6M | +26.0% | +1.6% | +24.4% | +24.7% |
| YTD | +9.4% | +19.7% | -10.3% | +3.3% |
| 1Y | -17.3% | +21.4% | -38.7% | -21.1% |
| All | -17.3% | +23.4% | -40.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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