+180.8%
IRM vs TMF
-88.6%
+269.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.5% |
| 7D | +6.8% | -9.3% | +16.1% | +8.2% |
| 30D | +2.6% | +1.9% | +0.7% | +2.2% |
| 3M | -9.5% | -11.2% | +1.8% | -8.1% |
| 6M | -8.5% | -17.7% | +9.2% | -6.1% |
| YTD | +40.3% | -24.5% | +64.7% | +45.5% |
| 1Y | +28.7% | -29.4% | +58.1% | +34.7% |
| 3Y | +111.8% | -33.4% | +145.3% | +119.9% |
| All | +180.8% | -88.6% | +269.4% | +217.2% |
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