+59.7%
TEM vs RVMD
+427.0%
-367.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +3.2% | -1.2% | +4.5% | +3.8% |
| 30D | +23.5% | +1.1% | +22.5% | +22.7% |
| 3M | +32.3% | +39.6% | -7.3% | +13.5% |
| 6M | +23.0% | +110.7% | -87.7% | -14.5% |
| YTD | +8.9% | +160.3% | -151.4% | -38.2% |
| 1Y | -19.9% | +404.9% | -424.8% | -73.6% |
| All | +59.7% | +427.0% | -367.3% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling