+1.4%
IYR vs TEM
+54.1%
-52.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.7% | +0.1% |
| 7D | +0.6% | -5.9% | +6.4% | +0.6% |
| 30D | +6.6% | +4.8% | +1.8% | +6.6% |
| 3M | -1.8% | +31.9% | -33.7% | -1.8% |
| 6M | +1.4% | +56.0% | -54.5% | +1.9% |
| All | +1.4% | +54.1% | -52.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 6mo: compounded portfolio wealth divided by compounded TEM 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…
6mo analysis · Full analysis span regression · 6 months rolling