+924.2%
TFC vs IRM
+9,658.3%
-8,734.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -1.2% | -5.3% | +4.1% | +0.3% |
| 30D | +7.8% | -2.3% | +10.1% | +8.3% |
| 3M | -3.0% | -7.4% | +4.5% | -1.0% |
| 6M | +5.8% | -12.2% | +18.0% | +9.5% |
| YTD | +5.3% | +38.6% | -33.4% | -7.2% |
| 1Y | +15.7% | +14.9% | +0.8% | +8.2% |
| 3Y | +94.8% | +108.2% | -13.4% | +45.5% |
| 5Y | 0.0% | +183.8% | -183.8% | -33.6% |
| 10Y | +79.0% | +512.6% | -433.6% | -9.6% |
| All | +924.2% | +9,658.3% | -8,734.1% | +227.6% |
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 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