+670.1%
TEL vs IRM
+1,134.2%
-464.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -1.4% | +1.6% | -3.1% | -2.1% |
| 30D | -4.9% | -4.2% | -0.7% | -3.2% |
| 3M | +0.1% | -5.4% | +5.5% | +2.2% |
| 6M | +0.4% | +12.0% | -11.7% | -5.2% |
| YTD | -8.9% | +42.0% | -51.0% | -22.9% |
| 1Y | -0.3% | +29.9% | -30.2% | -12.5% |
| 3Y | +67.6% | +104.4% | -36.7% | +15.4% |
| 5Y | +50.7% | +191.0% | -140.3% | -13.4% |
| 10Y | +288.6% | +417.1% | -128.5% | +59.7% |
| All | +670.1% | +1,134.2% | -464.2% | +82.5% |
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