+45.9%
TEM vs IRM
+38.6%
+7.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.9% |
| 7D | -9.2% | -1.8% | -7.3% | -8.1% |
| 30D | +5.5% | -7.8% | +13.2% | +10.4% |
| 3M | +18.7% | -7.9% | +26.6% | +22.9% |
| 6M | +15.4% | +6.3% | +9.1% | +8.5% |
| YTD | -0.5% | +38.2% | -38.7% | -23.1% |
| 1Y | -24.8% | +19.8% | -44.7% | -35.8% |
| All | +45.9% | +38.6% | +7.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling