+416.5%
TPR vs IRM
+90.1%
+326.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +14.2% | -8.6% | +22.8% | +16.9% |
| 30D | +17.1% | -8.0% | +25.1% | +19.5% |
| 3M | -17.7% | -12.0% | -5.7% | -15.1% |
| 6M | -10.2% | -18.2% | +8.0% | -4.7% |
| YTD | +4.9% | +31.4% | -26.5% | -9.6% |
| 1Y | +36.1% | +9.2% | +27.0% | +27.1% |
| 3Y | +416.5% | +94.6% | +321.9% | +211.6% |
| All | +416.5% | +90.1% | +326.4% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling