+46.6%
TEM vs RSG
+22.3%
+24.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | +8.1% | +4.0% | +4.1% | +5.8% |
| 3M | +19.0% | +7.4% | +11.6% | +13.2% |
| 6M | +12.0% | +0.1% | +11.9% | +11.9% |
| YTD | -0.1% | +6.0% | -6.1% | -5.9% |
| 1Y | -33.5% | -3.0% | -30.6% | -31.4% |
| All | +46.6% | +22.3% | +24.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling