+59.7%
TEM vs RRX
+19.4%
+40.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +3.2% | +4.3% | -1.0% | +0.7% |
| 30D | +23.5% | -8.0% | +31.5% | +29.4% |
| 3M | +32.3% | -22.0% | +54.3% | +47.9% |
| 6M | +23.0% | -11.9% | +34.9% | +21.4% |
| YTD | +8.9% | +17.1% | -8.2% | -19.1% |
| 1Y | -19.9% | +14.9% | -34.7% | -40.0% |
| All | +59.7% | +19.4% | +40.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling