+423.6%
IRM vs TCOM
-10.5%
+434.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | -1.8% | -6.5% | +4.7% | -1.2% |
| 30D | -7.8% | -16.2% | +8.5% | -6.2% |
| 3M | -7.9% | -19.3% | +11.5% | -6.1% |
| 6M | +6.3% | -27.2% | +33.6% | +9.5% |
| YTD | +38.2% | -46.2% | +84.3% | +46.1% |
| 1Y | +19.8% | -46.6% | +66.4% | +26.8% |
| 3Y | +98.8% | +8.4% | +90.4% | +92.2% |
| 5Y | +191.8% | +25.8% | +166.0% | +169.8% |
| All | +423.6% | -10.5% | +434.1% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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