+43.3%
TGT vs IRM
+102.2%
-58.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | -3.6% | +3.0% | -6.6% | -4.3% |
| 30D | +4.4% | -5.2% | +9.6% | +5.7% |
| 3M | +25.4% | -8.0% | +33.4% | +27.6% |
| 6M | +33.4% | +9.2% | +24.2% | +28.8% |
| YTD | +65.6% | +41.0% | +24.6% | +47.1% |
| 1Y | +80.3% | +23.3% | +57.0% | +66.2% |
| All | +43.3% | +102.2% | -58.9% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling