-9.8%
TRI vs IRM
+197.3%
-207.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -7.9% | -1.4% | -6.4% | -7.6% |
| 30D | -4.5% | -7.4% | +2.9% | -3.2% |
| 3M | +22.1% | -7.4% | +29.5% | +23.3% |
| 6M | -2.8% | +8.7% | -11.4% | -5.9% |
| YTD | -23.4% | +40.9% | -64.4% | -30.9% |
| 1Y | -41.5% | +20.5% | -62.0% | -45.2% |
| 3Y | -19.2% | +101.7% | -120.9% | -35.1% |
| All | -9.8% | +197.3% | -207.2% | -35.8% |
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