-24.8%
TEM vs RRC
+24.3%
-49.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.2% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | +5.5% | +3.0% | +2.5% | +5.1% |
| 3M | +18.7% | +7.3% | +11.4% | +17.9% |
| 6M | +15.4% | +3.6% | +11.8% | +13.5% |
| YTD | -0.5% | +19.4% | -19.9% | -6.4% |
| 1Y | -24.8% | +21.4% | -46.3% | -28.5% |
| All | -24.8% | +24.3% | -49.2% | -28.5% |
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