+1.1%
TEL vs IRM
+34.4%
-33.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | +3.0% | -0.5% | +3.4% | +3.1% |
| 30D | -3.9% | -8.1% | +4.2% | -0.6% |
| 3M | -5.1% | -9.7% | +4.6% | -1.4% |
| 6M | +0.6% | +10.0% | -9.4% | -4.0% |
| YTD | -7.3% | +43.0% | -50.3% | -20.3% |
| 1Y | +1.1% | +32.7% | -31.5% | -10.7% |
| All | +1.1% | +34.4% | -33.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling