+17.6%
TEM vs IRE
-97.8%
+115.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +11.3% |
| 7D | +7.6% | -15.5% | +23.1% | +7.6% |
| 30D | +19.0% | -70.4% | +89.4% | +29.9% |
| 3M | +62.2% | -81.6% | +143.8% | +81.9% |
| 6M | +69.4% | -94.7% | +164.0% | +102.1% |
| YTD | +43.0% | -91.8% | +134.7% | +46.8% |
| All | +17.6% | -97.8% | +115.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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