+1,908.8%
TMO vs IRM
+9,823.4%
-7,914.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -0.5% | +3.0% | -3.5% | -1.2% |
| 30D | +1.0% | -5.2% | +6.2% | +2.3% |
| 3M | +22.7% | -8.0% | +30.7% | +24.9% |
| 6M | +19.0% | +9.2% | +9.8% | +15.4% |
| YTD | +4.7% | +41.0% | -36.3% | -5.5% |
| 1Y | +26.0% | +23.3% | +2.8% | +17.4% |
| 3Y | +18.0% | +102.8% | -84.8% | -5.2% |
| 5Y | +8.0% | +192.8% | -184.8% | -22.0% |
| 10Y | +333.8% | +439.6% | -105.9% | +154.4% |
| All | +1,908.8% | +9,823.4% | -7,914.6% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling