+75.4%
TSM vs IRM
+29.2%
+46.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +4.8% | +3.0% | +1.8% | +3.6% |
| 30D | +4.0% | -5.2% | +9.3% | +6.1% |
| 3M | +2.0% | -8.0% | +10.0% | +4.8% |
| 6M | +25.5% | +9.2% | +16.3% | +20.1% |
| YTD | +44.0% | +41.0% | +3.0% | +25.7% |
| 1Y | +75.4% | +23.3% | +52.2% | +62.0% |
| All | +75.4% | +29.2% | +46.3% | +62.0% |
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