+537.0%
TDG vs IRM
+440.8%
+96.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.4% |
| 7D | -1.9% | -1.4% | -0.4% | -1.3% |
| 30D | -7.7% | -7.4% | -0.3% | -5.1% |
| 3M | -9.3% | -7.4% | -2.0% | -7.2% |
| 6M | -9.4% | +8.7% | -18.0% | -13.4% |
| YTD | -14.3% | +40.9% | -55.2% | -26.7% |
| 1Y | -11.8% | +20.5% | -32.3% | -20.2% |
| 3Y | +52.0% | +101.7% | -49.7% | +5.7% |
| 5Y | +128.8% | +197.7% | -68.8% | +30.8% |
| All | +537.0% | +440.8% | +96.2% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling