+52.2%
TEM vs IEF
+5.9%
+46.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.4% |
| 7D | -1.1% | -0.3% | -0.8% | -0.8% |
| 30D | +11.3% | -0.6% | +11.9% | +12.0% |
| 3M | +25.5% | -1.0% | +26.5% | +27.1% |
| 6M | +17.1% | -3.1% | +20.2% | +19.0% |
| YTD | +3.8% | -1.9% | +5.6% | +5.5% |
| 1Y | -24.4% | -1.4% | -23.0% | -23.0% |
| All | +52.2% | +5.9% | +46.3% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling