+52.1%
TEL vs IRM
+192.8%
-140.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | +1.2% | +3.0% | -1.8% | 0.0% |
| 30D | -4.1% | -5.2% | +1.1% | -2.1% |
| 3M | -2.6% | -8.0% | +5.5% | +0.5% |
| 6M | 0.0% | +9.2% | -9.1% | -4.0% |
| YTD | -9.1% | +41.0% | -50.0% | -21.6% |
| 1Y | -0.8% | +23.3% | -24.1% | -10.1% |
| 3Y | +67.4% | +102.8% | -35.5% | +12.9% |
| All | +52.1% | +192.8% | -140.6% | -16.7% |
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 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