+21.3%
TFC vs IRM
+19.5%
+1.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.7% |
| 7D | +5.1% | +2.6% | +2.5% | +4.7% |
| 30D | +9.8% | +5.6% | +4.2% | +8.9% |
| 3M | -2.4% | -4.7% | +2.3% | -1.9% |
| 6M | +4.9% | -6.1% | +11.0% | +5.5% |
| YTD | +6.6% | +46.3% | -39.8% | +3.1% |
| 1Y | +21.3% | +18.7% | +2.6% | +23.4% |
| All | +21.3% | +19.5% | +1.9% | +23.4% |
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 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