+80.9%
TFC vs IRM
+481.3%
-400.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -5.1% | +6.8% | +3.6% |
| 30D | +9.0% | -3.3% | +12.3% | +10.0% |
| 3M | -2.1% | -8.2% | +6.0% | +0.6% |
| 6M | +3.4% | -12.8% | +16.1% | +8.1% |
| YTD | +5.3% | +36.6% | -31.3% | -10.2% |
| 1Y | +16.2% | +11.9% | +4.3% | +7.6% |
| 3Y | +94.8% | +105.1% | -10.3% | +29.0% |
| 5Y | -0.7% | +182.4% | -183.1% | -45.1% |
| 10Y | +80.9% | +505.1% | -424.3% | -28.1% |
| All | +80.9% | +481.3% | -400.4% | -28.1% |
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