+193.5%
IRM vs TMF
-87.5%
+281.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -0.5% | -1.4% | +1.0% | -0.3% |
| 30D | -8.1% | -2.8% | -5.2% | -7.8% |
| 3M | -9.7% | -10.9% | +1.2% | -8.3% |
| 6M | +10.0% | -21.3% | +31.3% | +13.5% |
| YTD | +43.0% | -15.9% | +58.9% | +46.2% |
| 1Y | +32.7% | -15.7% | +48.4% | +35.5% |
| 3Y | +102.7% | -43.4% | +146.1% | +112.2% |
| All | +193.5% | -87.5% | +281.0% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling