+130.4%
TD vs IRM
+112.1%
+18.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +6.8% | -5.7% | -0.2% |
| 30D | +5.2% | +2.6% | +2.6% | +4.7% |
| 3M | +1.2% | -9.5% | +10.7% | +2.9% |
| 6M | +17.7% | -8.5% | +26.2% | +19.3% |
| YTD | +34.2% | +40.3% | -6.0% | +26.3% |
| 1Y | +55.4% | +28.7% | +26.7% | +48.3% |
| 3Y | +130.4% | +111.8% | +18.6% | +65.5% |
| All | +130.4% | +112.1% | +18.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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