+309.3%
TEL vs IRM
+440.8%
-131.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.8% |
| 7D | +1.6% | -1.4% | +3.0% | +2.2% |
| 30D | -0.7% | -7.4% | +6.7% | +2.4% |
| 3M | +2.4% | -7.4% | +9.8% | +5.2% |
| 6M | +4.1% | +8.7% | -4.5% | +0.2% |
| YTD | -5.8% | +40.9% | -46.8% | -18.6% |
| 1Y | +0.9% | +20.5% | -19.6% | -7.5% |
| 3Y | +72.6% | +101.7% | -29.1% | +22.9% |
| 5Y | +57.5% | +197.7% | -140.1% | -6.0% |
| All | +309.3% | +440.8% | -131.4% | +83.4% |
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