-97.9%
IRE vs TMF
-28.3%
-69.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +0.6% | -34.5% | -34.0% |
| 7D | -57.1% | +2.7% | -59.9% | -57.6% |
| 30D | -84.4% | +19.3% | -103.8% | -86.2% |
| 3M | -85.0% | -3.7% | -81.3% | -84.2% |
| 6M | -95.2% | -11.3% | -83.9% | -94.8% |
| YTD | -93.9% | -16.6% | -77.3% | -93.5% |
| 1Y | -98.8% | -21.1% | -77.7% | -98.8% |
| All | -97.9% | -28.3% | -69.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling