-33.5%
TEM vs RVMD
+375.0%
-408.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -8.7% | -3.0% | -5.7% | -8.0% |
| 30D | +8.1% | -0.7% | +8.8% | +8.2% |
| 3M | +19.0% | +36.5% | -17.6% | +11.1% |
| 6M | +12.0% | +104.6% | -92.6% | -2.6% |
| YTD | -0.1% | +155.8% | -155.9% | -17.1% |
| 1Y | -33.5% | +340.7% | -374.2% | -49.1% |
| All | -33.5% | +375.0% | -408.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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