-97.8%
IRE vs TMF
-25.6%
-72.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.9% | -11.9% | -14.0% |
| 7D | -41.9% | -1.1% | -40.8% | -41.7% |
| 30D | -75.1% | +11.8% | -86.9% | -78.3% |
| 3M | -82.4% | -4.0% | -78.3% | -81.7% |
| 6M | -95.5% | -16.5% | -79.0% | -94.7% |
| YTD | -93.1% | -19.9% | -73.1% | -92.1% |
| 1Y | -97.8% | -25.6% | -72.2% | -97.0% |
| All | -97.8% | -25.6% | -72.2% | -97.0% |
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