-97.7%
IRE vs TMF
-23.9%
-73.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.5% | -25.7% | -23.8% |
| 7D | -46.8% | +4.0% | -50.8% | -47.9% |
| 30D | -75.5% | +19.5% | -95.0% | -78.7% |
| 3M | -79.4% | -3.5% | -75.9% | -78.4% |
| 6M | -91.3% | -10.6% | -80.7% | -90.4% |
| YTD | -90.8% | -17.1% | -73.8% | -90.1% |
| 1Y | -97.7% | -24.3% | -73.5% | -97.8% |
| All | -97.7% | -23.9% | -73.8% | -97.8% |
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