-7.7%
TLN vs IRM
+10.0%
-17.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.2% | +4.6% |
| 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% | +9.4% |
| 6M | -6.0% | -12.7% | +6.7% | +1.3% |
| YTD | -3.1% | +36.7% | -39.8% | -15.5% |
| All | -7.7% | +10.0% | -17.8% | -12.4% |
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