+311.2%
TPR vs IRM
+407.3%
-96.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.4% |
| 7D | -3.4% | +1.6% | -5.0% | -4.3% |
| 30D | -27.3% | -4.2% | -23.1% | -26.1% |
| 3M | -16.2% | -5.4% | -10.9% | -14.7% |
| 6M | -17.9% | +12.0% | -29.9% | -24.2% |
| YTD | -7.1% | +42.0% | -49.2% | -25.5% |
| 1Y | +13.6% | +29.9% | -16.2% | -5.0% |
| 3Y | +293.7% | +104.4% | +189.4% | +141.0% |
| 5Y | +239.1% | +191.0% | +48.1% | +62.3% |
| 10Y | +311.2% | +417.1% | -105.9% | +25.9% |
| All | +311.2% | +407.3% | -96.1% | +25.9% |
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 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