+1,815.4%
TSM vs IRM
+418.7%
+1,396.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +4.8% | +3.0% | +1.8% | +3.7% |
| 30D | +4.0% | -5.2% | +9.3% | +5.9% |
| 3M | +2.0% | -8.0% | +10.0% | +4.7% |
| 6M | +25.5% | +9.2% | +16.3% | +21.0% |
| YTD | +44.0% | +41.0% | +3.0% | +26.8% |
| 1Y | +75.4% | +23.3% | +52.2% | +61.4% |
| 3Y | +406.7% | +102.8% | +303.9% | +294.3% |
| 5Y | +285.0% | +192.8% | +92.2% | +165.3% |
| 10Y | +1,815.4% | +439.6% | +1,375.7% | +931.6% |
| All | +1,815.4% | +418.7% | +1,396.7% | +931.6% |
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 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