+234.9%
TPR vs IRM
+187.5%
+47.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -0.3% | +6.8% | -7.1% | -3.0% |
| 30D | +15.1% | +2.6% | +12.5% | +12.9% |
| 3M | +3.5% | -9.5% | +13.0% | +6.7% |
| 6M | +0.4% | -8.5% | +8.9% | +2.4% |
| YTD | +4.6% | +40.3% | -35.7% | -13.8% |
| 1Y | +33.1% | +28.7% | +4.4% | +14.2% |
| 3Y | +396.0% | +111.8% | +284.2% | +209.2% |
| All | +234.9% | +187.5% | +47.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling