+6.9%
TLT vs IRM
+90.1%
-83.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +0.1% | -8.6% | +8.7% | +0.9% |
| 30D | +6.2% | -8.0% | +14.2% | +6.9% |
| 3M | +0.1% | -12.0% | +12.0% | +1.1% |
| 6M | -3.0% | -18.2% | +15.2% | -1.3% |
| YTD | -2.7% | +31.4% | -34.1% | -6.1% |
| 1Y | -4.8% | +9.2% | -14.0% | -6.4% |
| 3Y | +6.9% | +94.6% | -87.7% | -11.2% |
| All | +6.9% | +90.1% | -83.2% | -11.2% |
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