+411.0%
TSM vs IRM
+101.2%
+309.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.7% |
| 7D | +6.0% | +1.6% | +4.4% | +5.2% |
| 30D | +4.5% | -4.2% | +8.7% | +6.5% |
| 3M | +3.1% | -5.4% | +8.5% | +5.3% |
| 6M | +30.2% | +12.0% | +18.2% | +22.1% |
| YTD | +45.2% | +42.0% | +3.2% | +21.2% |
| 1Y | +79.6% | +29.9% | +49.7% | +55.6% |
| 3Y | +411.0% | +104.4% | +306.6% | +245.8% |
| All | +411.0% | +101.2% | +309.7% | +245.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling