+409.2%
IRM vs TMF
-87.2%
+496.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -0.5% | -1.4% | +1.0% | -0.4% |
| 30D | -8.1% | -2.8% | -5.2% | -8.0% |
| 3M | -9.7% | -10.9% | +1.2% | -9.4% |
| 6M | +10.0% | -21.3% | +31.3% | +10.6% |
| YTD | +43.0% | -15.9% | +58.9% | +43.6% |
| 1Y | +32.7% | -15.7% | +48.4% | +33.3% |
| 3Y | +102.7% | -43.4% | +146.1% | +103.0% |
| 5Y | +187.6% | -87.8% | +275.3% | +159.9% |
| All | +409.2% | -87.2% | +496.4% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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