-8.6%
TEL vs IRM
+19.5%
-28.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -0.5% | +2.6% | -3.0% | -1.6% |
| 30D | +0.6% | +5.6% | -5.0% | -1.9% |
| 3M | +2.0% | -4.7% | +6.7% | +3.8% |
| 6M | +8.1% | -6.1% | +14.2% | +10.3% |
| YTD | -2.2% | +46.3% | -48.5% | -18.5% |
| 1Y | -8.6% | +18.7% | -27.3% | -16.0% |
| All | -8.6% | +19.5% | -28.0% | -16.0% |
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