+952.5%
TFC vs IRM
+9,964.6%
-9,012.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.5% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | -1.3% | -8.1% | +6.8% | +1.3% |
| 3M | +6.1% | -9.7% | +15.7% | +9.2% |
| 6M | +7.3% | +10.0% | -2.7% | +3.2% |
| YTD | +8.2% | +43.0% | -34.8% | -5.2% |
| 1Y | +14.4% | +32.7% | -18.2% | +2.1% |
| 3Y | +93.7% | +102.7% | -9.0% | +46.7% |
| 5Y | +16.4% | +187.6% | -171.2% | -22.7% |
| 10Y | +101.6% | +420.1% | -318.5% | +6.9% |
| All | +952.5% | +9,964.6% | -9,012.1% | +234.7% |
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