+45.9%
TEM vs IJH
+30.8%
+15.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -1.8% |
| 7D | -9.2% | -2.5% | -6.7% | -3.1% |
| 30D | +5.5% | -5.0% | +10.5% | +20.4% |
| 3M | +18.7% | +0.5% | +18.2% | +17.8% |
| 6M | +15.4% | +8.2% | +7.2% | -5.1% |
| YTD | -0.5% | +12.4% | -13.0% | -26.9% |
| 1Y | -24.8% | +14.4% | -39.2% | -46.9% |
| All | +45.9% | +30.8% | +15.1% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling