+476.4%
TLN vs IRM
+101.3%
+375.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.1% | +2.8% |
| 7D | +7.1% | -0.5% | +7.5% | +7.3% |
| 30D | -3.9% | -8.1% | +4.2% | +0.6% |
| 3M | -16.2% | -9.7% | -6.5% | -11.4% |
| 6M | -5.8% | +10.0% | -15.8% | -10.4% |
| YTD | -15.4% | +43.0% | -58.4% | -30.5% |
| 1Y | -16.7% | +32.7% | -49.4% | -29.0% |
| All | +476.4% | +101.3% | +375.1% | +411.0% |
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