+5.2%
TLN vs IRM
+16.9%
-11.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.9% |
| 7D | +22.3% | +8.6% | +13.7% | +16.2% |
| 30D | +1.2% | 0.0% | +1.2% | +0.7% |
| 3M | +5.9% | -7.1% | +13.1% | +10.2% |
| 6M | +3.2% | -7.9% | +11.1% | +7.9% |
| YTD | +3.2% | +41.3% | -38.1% | -11.0% |
| 1Y | +5.2% | +20.7% | -15.5% | -2.3% |
| All | +5.2% | +16.9% | -11.7% | -2.3% |
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 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