+19.0%
TMO vs IRM
+12.2%
+6.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | -0.5% | +3.0% | -3.5% | -0.7% |
| 30D | +1.0% | -5.2% | +6.2% | +1.2% |
| 3M | +22.7% | -8.0% | +30.7% | +23.0% |
| 6M | +19.0% | +9.2% | +9.8% | +13.4% |
| All | +19.0% | +12.2% | +6.8% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling