+14.4%
TFC vs IRM
+34.4%
-20.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | -1.3% | -8.1% | +6.8% | -0.4% |
| 3M | +6.1% | -9.7% | +15.7% | +7.0% |
| 6M | +7.3% | +10.0% | -2.7% | +6.8% |
| YTD | +8.2% | +43.0% | -34.8% | +6.7% |
| 1Y | +14.4% | +32.7% | -18.2% | +17.6% |
| All | +14.4% | +34.4% | -20.0% | +17.6% |
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