+45.9%
TEM vs RSG
+21.4%
+24.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -9.2% | -1.8% | -7.4% | -8.3% |
| 30D | +5.5% | +2.8% | +2.7% | +3.9% |
| 3M | +18.7% | +4.3% | +14.4% | +14.9% |
| 6M | +15.4% | -0.5% | +15.9% | +15.6% |
| YTD | -0.5% | +5.2% | -5.8% | -6.0% |
| 1Y | -24.8% | -2.1% | -22.7% | -23.5% |
| All | +45.9% | +21.4% | +24.5% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling