+245.8%
THC vs IRM
+103.0%
+142.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +1.3% | -8.1% | +9.3% | +3.8% |
| 3M | +64.2% | -9.7% | +73.9% | +69.0% |
| 6M | +8.3% | +10.0% | -1.7% | +3.3% |
| YTD | +33.4% | +43.0% | -9.6% | +14.5% |
| 1Y | +37.7% | +32.7% | +5.0% | +20.7% |
| All | +245.8% | +103.0% | +142.8% | +111.3% |
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