+1,297.6%
TNA vs IRM
+1,489.4%
-191.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.5% |
| 7D | +4.1% | +1.6% | +2.4% | +1.7% |
| 30D | -7.6% | -4.2% | -3.4% | -3.1% |
| 3M | +8.1% | -5.4% | +13.4% | +13.9% |
| 6M | +49.0% | +12.0% | +37.0% | +27.4% |
| YTD | +51.7% | +42.0% | +9.7% | -6.0% |
| 1Y | +59.6% | +29.9% | +29.8% | +9.9% |
| 3Y | +118.9% | +104.4% | +14.5% | -17.8% |
| 5Y | -19.2% | +191.0% | -210.2% | -79.4% |
| 10Y | +77.2% | +417.1% | -339.9% | -77.3% |
| All | +1,297.6% | +1,489.4% | -191.8% | -74.9% |
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