-97.1%
IRE vs TMF
-28.5%
-68.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.2% | +39.7% | +39.6% |
| 7D | -27.2% | +1.2% | -28.4% | -27.5% |
| 30D | -75.1% | +19.7% | -94.9% | -78.0% |
| 3M | -77.9% | -2.1% | -75.8% | -77.0% |
| 6M | -94.6% | -13.4% | -81.1% | -94.1% |
| YTD | -91.5% | -16.7% | -74.8% | -90.9% |
| 1Y | -97.8% | -23.3% | -74.5% | -98.0% |
| All | -97.1% | -28.5% | -68.6% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling