-83.7%
IRE vs TMF
-27.7%
-55.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.4% | +13.6% | +13.7% |
| 7D | +54.8% | -1.4% | +56.2% | +56.3% |
| 30D | +18.4% | -2.8% | +21.2% | +21.4% |
| 3M | -66.7% | -10.9% | -55.8% | -64.1% |
| 6M | -52.3% | -21.3% | -31.0% | -54.8% |
| YTD | -52.3% | -15.9% | -36.4% | -50.3% |
| All | -83.7% | -27.7% | -55.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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