+103.8%
IRM vs TMF
-42.2%
+146.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -0.5% | -1.4% | +1.0% | -0.2% |
| 30D | -8.1% | -2.8% | -5.2% | -7.6% |
| 3M | -9.7% | -10.9% | +1.2% | -7.7% |
| 6M | +10.0% | -21.3% | +31.3% | +14.9% |
| YTD | +43.0% | -15.9% | +58.9% | +47.5% |
| 1Y | +32.7% | -15.7% | +48.4% | +36.6% |
| All | +103.8% | -42.2% | +146.0% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling