+88.6%
TGT vs IRM
+19.5%
+69.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.5% |
| 7D | +9.5% | +2.6% | +6.9% | +9.2% |
| 30D | +6.6% | +5.6% | +1.0% | +5.9% |
| 3M | +11.0% | -4.7% | +15.7% | +11.6% |
| 6M | +29.9% | -6.1% | +36.0% | +30.8% |
| YTD | +71.4% | +46.3% | +25.1% | +56.0% |
| 1Y | +88.6% | +18.7% | +69.9% | +85.8% |
| All | +88.6% | +19.5% | +69.2% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling