+52.2%
TEM vs RVTY
+13.3%
+39.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.1% | -2.2% |
| 7D | -1.1% | -5.4% | +4.3% | +4.4% |
| 30D | +11.3% | +6.7% | +4.5% | +5.5% |
| 3M | +25.5% | +19.0% | +6.5% | +7.4% |
| 6M | +17.1% | +34.6% | -17.5% | -11.6% |
| YTD | +3.8% | +28.3% | -24.5% | -19.9% |
| 1Y | -24.4% | +46.0% | -70.4% | -49.4% |
| All | +52.2% | +13.3% | +39.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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