+925.6%
TFC vs IRM
+9,521.2%
-8,595.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.1% | +0.6% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | +9.2% | -3.2% | +12.3% | +10.0% |
| 3M | -2.9% | -7.8% | +4.9% | -0.8% |
| 6M | +3.5% | -12.7% | +16.2% | +7.3% |
| YTD | +5.4% | +36.7% | -31.3% | -6.7% |
| 1Y | +17.3% | +10.0% | +7.3% | +11.3% |
| 3Y | +96.7% | +107.2% | -10.6% | +47.1% |
| 5Y | -1.1% | +181.6% | -182.7% | -34.1% |
| 10Y | +84.7% | +481.1% | -396.4% | -5.2% |
| All | +925.6% | +9,521.2% | -8,595.5% | +229.6% |
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