-17.3%
TEM vs IEF
-0.2%
-17.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.8% |
| 30D | +38.4% | -0.8% | +39.2% | +41.8% |
| 3M | +23.7% | -1.0% | +24.6% | +27.9% |
| 6M | +26.0% | -2.8% | +28.7% | +31.3% |
| YTD | +9.4% | -1.5% | +10.9% | +14.3% |
| 1Y | -17.3% | -0.4% | -16.9% | -15.7% |
| All | -17.3% | -0.2% | -17.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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