+328.6%
TMO vs IRM
+440.8%
-112.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | +1.1% | -7.4% | +8.5% | +2.9% |
| 3M | +28.3% | -7.4% | +35.7% | +30.2% |
| 6M | +23.3% | +8.7% | +14.6% | +19.6% |
| YTD | +5.5% | +40.9% | -35.5% | -5.0% |
| 1Y | +24.5% | +20.5% | +4.0% | +16.7% |
| 3Y | +19.6% | +101.7% | -82.1% | -4.6% |
| 5Y | +8.1% | +197.7% | -189.5% | -22.3% |
| All | +328.6% | +440.8% | -112.2% | +157.7% |
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