+12,759.1%
TDG vs IRM
+1,045.5%
+11,713.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.4% | +3.0% | -5.5% | -3.6% |
| 30D | -8.0% | -5.2% | -2.8% | -6.2% |
| 3M | -10.5% | -8.0% | -2.4% | -8.1% |
| 6M | -11.9% | +9.2% | -21.1% | -15.8% |
| YTD | -15.4% | +41.0% | -56.3% | -27.3% |
| 1Y | -14.2% | +23.3% | -37.5% | -22.8% |
| 3Y | +51.0% | +102.8% | -51.8% | +7.7% |
| 5Y | +126.5% | +192.8% | -66.3% | +36.7% |
| 10Y | +535.6% | +439.6% | +95.9% | +185.6% |
| All | +12,759.1% | +1,045.5% | +11,713.6% | +3,560.5% |
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 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