+124.3%
TDG vs IRM
+197.3%
-73.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.5% |
| 7D | -1.9% | -1.4% | -0.4% | -1.4% |
| 30D | -7.7% | -7.4% | -0.3% | -5.5% |
| 3M | -9.3% | -7.4% | -2.0% | -7.5% |
| 6M | -9.4% | +8.7% | -18.0% | -12.9% |
| YTD | -14.3% | +40.9% | -55.2% | -25.4% |
| 1Y | -11.8% | +20.5% | -32.3% | -19.3% |
| 3Y | +52.0% | +101.7% | -49.7% | +6.6% |
| All | +124.3% | +197.3% | -73.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling