-17.3%
TEM vs IJH
+18.2%
-35.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | +38.4% | -1.5% | +39.9% | +42.9% |
| 3M | +23.7% | +0.8% | +22.9% | +23.0% |
| 6M | +26.0% | +7.6% | +18.4% | +11.0% |
| YTD | +9.4% | +15.5% | -6.0% | -17.6% |
| 1Y | -17.3% | +16.9% | -34.2% | -37.1% |
| All | -17.3% | +18.2% | -35.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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