+101.8%
IRM vs TCOM
+8.5%
+93.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +3.0% | -10.2% | +13.2% | +3.9% |
| 30D | -5.2% | -16.8% | +11.6% | -3.8% |
| 3M | -8.0% | -16.7% | +8.7% | -6.8% |
| 6M | +9.2% | -27.1% | +36.2% | +12.1% |
| YTD | +41.0% | -45.5% | +86.5% | +48.5% |
| 1Y | +23.3% | -45.9% | +69.1% | +29.9% |
| All | +101.8% | +8.5% | +93.3% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling