-98.0%
IRE vs TMF
-35.1%
-62.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.4% | -13.0% | -14.0% |
| 7D | -31.8% | -9.3% | -22.6% | -29.8% |
| 30D | -71.8% | +1.9% | -73.7% | -72.9% |
| 3M | -88.9% | -11.2% | -77.7% | -88.1% |
| 6M | -95.4% | -17.7% | -77.6% | -94.8% |
| YTD | -94.2% | -24.5% | -69.8% | -93.6% |
| 1Y | -97.1% | -29.4% | -67.7% | -97.1% |
| All | -98.0% | -35.1% | -62.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling