+8,128.2%
TD vs IRM
+6,727.0%
+1,401.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.1% | +6.8% | -5.7% | -0.7% |
| 30D | +5.2% | +2.6% | +2.6% | +4.3% |
| 3M | +1.2% | -9.5% | +10.7% | +3.6% |
| 6M | +17.7% | -8.5% | +26.2% | +20.0% |
| YTD | +34.2% | +40.3% | -6.0% | +21.3% |
| 1Y | +55.4% | +28.7% | +26.7% | +43.5% |
| 3Y | +130.4% | +111.8% | +18.6% | +81.0% |
| 5Y | +101.8% | +189.1% | -87.3% | +43.4% |
| 10Y | +301.9% | +519.8% | -217.9% | +125.2% |
| All | +8,128.2% | +6,727.0% | +1,401.3% | +2,769.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling