+83.5%
TRV vs TEM
+60.7%
+22.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +0.5% | +3.2% | -2.8% | +0.4% |
| 30D | -4.9% | +23.5% | -28.4% | -5.3% |
| 3M | +23.7% | +32.3% | -8.6% | +22.9% |
| 6M | +20.3% | +23.0% | -2.7% | +19.4% |
| YTD | +27.1% | +8.9% | +18.2% | +26.5% |
| 1Y | +35.3% | -19.9% | +55.2% | +35.7% |
| All | +83.5% | +60.7% | +22.8% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling