+41.0%
TSM vs IRM
+16.9%
+24.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.8% |
| 7D | +14.8% | +8.6% | +6.2% | +10.4% |
| 30D | -8.9% | 0.0% | -8.9% | -8.6% |
| 3M | -5.3% | -7.1% | +1.9% | -2.3% |
| 6M | +2.6% | -7.9% | +10.5% | +5.8% |
| YTD | +34.5% | +41.3% | -6.8% | +17.8% |
| 1Y | +41.0% | +20.7% | +20.3% | +28.8% |
| All | +41.0% | +16.9% | +24.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling