+1,125.6%
IRM vs TMF
-68.9%
+1,194.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.7% |
| 7D | -0.5% | -1.4% | +1.0% | -0.5% |
| 30D | -8.1% | -2.8% | -5.2% | -8.2% |
| 3M | -9.7% | -10.9% | +1.2% | -10.1% |
| 6M | +10.0% | -21.3% | +31.3% | +8.7% |
| YTD | +43.0% | -15.9% | +58.9% | +41.9% |
| 1Y | +32.7% | -15.7% | +48.4% | +31.7% |
| 3Y | +102.7% | -43.4% | +146.1% | +97.1% |
| 5Y | +187.6% | -87.8% | +275.3% | +140.8% |
| 10Y | +420.1% | -86.7% | +506.8% | +353.5% |
| All | +1,125.6% | -68.9% | +1,194.4% | +1,323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling