+97.2%
TFC vs IRM
+418.7%
-321.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.3% | +3.0% | -4.3% | -2.5% |
| 30D | -2.3% | -5.2% | +2.9% | -0.3% |
| 3M | +2.5% | -8.0% | +10.5% | +5.5% |
| 6M | +9.5% | +9.2% | +0.3% | +4.4% |
| YTD | +5.1% | +41.0% | -35.9% | -10.7% |
| 1Y | +15.5% | +23.3% | -7.8% | +3.1% |
| 3Y | +95.2% | +102.8% | -7.7% | +32.4% |
| 5Y | +14.5% | +192.8% | -178.3% | -36.3% |
| 10Y | +97.2% | +439.6% | -342.5% | -21.5% |
| All | +97.2% | +418.7% | -321.5% | -21.5% |
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 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