+197.5%
IRM vs TSLQ
-97.2%
+294.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.9% |
| 7D | -1.4% | -6.6% | +5.2% | -1.9% |
| 30D | -7.4% | -24.3% | +16.9% | -8.9% |
| 3M | -7.4% | -3.6% | -3.7% | -6.6% |
| 6M | +8.7% | -12.0% | +20.6% | +9.8% |
| YTD | +40.9% | +1.4% | +39.6% | +44.2% |
| 1Y | +20.5% | -43.6% | +64.1% | +19.5% |
| 3Y | +101.7% | -95.4% | +197.1% | +87.2% |
| All | +197.5% | -97.2% | +294.7% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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