+517.3%
IRM vs TCOM
+5.9%
+511.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +6.8% | -1.8% | +8.6% | +7.0% |
| 30D | +2.6% | +12.1% | -9.5% | +1.4% |
| 3M | -9.5% | -3.2% | -6.3% | -9.3% |
| 6M | -8.5% | -16.6% | +8.2% | -7.2% |
| YTD | +40.3% | -39.4% | +79.7% | +46.4% |
| 1Y | +28.7% | -41.5% | +70.2% | +34.7% |
| 3Y | +111.8% | +24.4% | +87.5% | +102.3% |
| 5Y | +189.1% | +41.6% | +147.5% | +165.2% |
| All | +517.3% | +5.9% | +511.4% | +429.3% |
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