+52.2%
TEM vs IRM
+41.4%
+10.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -3.9% | -4.2% |
| 7D | -1.1% | +3.0% | -4.1% | -2.8% |
| 30D | +11.3% | -5.2% | +16.5% | +14.4% |
| 3M | +25.5% | -8.0% | +33.6% | +30.2% |
| 6M | +17.1% | +9.2% | +8.0% | +8.3% |
| YTD | +3.8% | +41.0% | -37.2% | -20.8% |
| 1Y | -24.4% | +23.3% | -47.6% | -36.6% |
| All | +52.2% | +41.4% | +10.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling