-14.6%
TEM vs IRE
-97.2%
+82.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +39.6% | -31.6% | +3.9% |
| 7D | +5.3% | -27.2% | +32.5% | +6.6% |
| 30D | +8.1% | -75.1% | +83.2% | +20.1% |
| 3M | +64.9% | -77.9% | +142.8% | +82.4% |
| 6M | +42.1% | -94.6% | +136.7% | +70.0% |
| YTD | +28.8% | -91.5% | +120.3% | +32.4% |
| 1Y | +5.5% | -97.8% | +103.3% | +22.8% |
| All | -14.6% | -97.2% | +82.6% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling