+59.7%
TEM vs IRM
+42.5%
+17.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.2% |
| 30D | +23.5% | -4.2% | +27.7% | +26.1% |
| 3M | +32.3% | -5.4% | +37.7% | +34.6% |
| 6M | +23.0% | +12.0% | +11.0% | +11.8% |
| YTD | +8.9% | +42.0% | -33.2% | -17.3% |
| 1Y | -19.9% | +29.9% | -49.7% | -35.4% |
| All | +59.7% | +42.5% | +17.2% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling