+1,776.3%
IRM vs TCOM
+2,694.8%
-918.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.5% | -9.5% | +9.1% | +0.8% |
| 30D | -8.1% | -10.7% | +2.6% | -6.8% |
| 3M | -9.7% | -14.6% | +5.0% | -8.1% |
| 6M | +10.0% | -19.3% | +29.3% | +12.7% |
| YTD | +43.0% | -42.9% | +85.9% | +52.7% |
| 1Y | +32.7% | -43.8% | +76.5% | +41.8% |
| 3Y | +102.7% | +2.1% | +100.6% | +95.6% |
| 5Y | +187.6% | +31.2% | +156.3% | +156.6% |
| 10Y | +420.1% | -13.9% | +434.0% | +367.5% |
| All | +1,776.3% | +2,694.8% | -918.4% | +916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling