+60.5%
TEM vs IVZ
+147.6%
-87.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.4% |
| 30D | +38.4% | +4.0% | +34.4% | +33.6% |
| 3M | +23.7% | +18.2% | +5.5% | +6.1% |
| 6M | +26.0% | +32.8% | -6.8% | -2.8% |
| YTD | +9.4% | +28.7% | -19.3% | -14.3% |
| 1Y | -17.3% | +55.4% | -72.7% | -46.0% |
| All | +60.5% | +147.6% | -87.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 all: compounded portfolio wealth divided by compounded IVZ 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…
all analysis · Full analysis span regression · 6 months rolling