+45.9%
TEM vs RRX
+14.1%
+31.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.0% |
| 7D | -9.2% | -3.7% | -5.4% | -7.0% |
| 30D | +5.5% | -9.3% | +14.8% | +11.6% |
| 3M | +18.7% | -21.8% | +40.5% | +32.4% |
| 6M | +15.4% | -22.0% | +37.4% | +24.6% |
| YTD | -0.5% | +11.9% | -12.5% | -24.0% |
| 1Y | -24.8% | +11.6% | -36.5% | -43.0% |
| All | +45.9% | +14.1% | +31.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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