+3,207.0%
IRM vs TKO
+1,439.7%
+1,767.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.4% |
| 7D | +1.6% | +7.2% | -5.5% | +0.5% |
| 30D | -4.2% | +4.7% | -8.9% | -5.0% |
| 3M | -5.4% | -3.2% | -2.1% | -5.1% |
| 6M | +12.0% | -2.9% | +14.9% | +12.1% |
| YTD | +42.0% | -5.8% | +47.8% | +42.5% |
| 1Y | +29.9% | -1.1% | +30.9% | +29.1% |
| 3Y | +104.4% | +111.1% | -6.7% | +79.7% |
| 5Y | +191.0% | +315.6% | -124.6% | +128.9% |
| 10Y | +417.1% | +978.5% | -561.3% | +243.7% |
| All | +3,207.0% | +1,439.7% | +1,767.3% | +1,649.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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