+680.9%
TLN vs IRM
+132.2%
+548.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.2% | +4.9% |
| 7D | +9.1% | -3.8% | +12.8% | +11.0% |
| 30D | -4.1% | -3.2% | -0.9% | -2.5% |
| 3M | +4.4% | -7.8% | +12.2% | +9.2% |
| 6M | -6.0% | -12.7% | +6.7% | +1.2% |
| YTD | -3.1% | +36.7% | -39.8% | -17.8% |
| 1Y | -6.1% | +10.0% | -16.1% | -10.8% |
| 3Y | +575.3% | +107.2% | +468.1% | +508.0% |
| All | +680.9% | +132.2% | +548.7% | +602.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling