+236.4%
TSM vs IRM
+168.2%
+68.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +5.9% |
| 7D | -7.6% | -8.6% | +1.0% | -3.6% |
| 30D | -20.5% | -8.0% | -12.5% | -17.3% |
| 3M | -10.0% | -12.0% | +2.0% | -4.8% |
| 6M | -10.1% | -18.2% | +8.1% | -2.2% |
| YTD | +24.5% | +31.4% | -6.8% | +10.0% |
| 1Y | +31.2% | +9.2% | +22.0% | +25.0% |
| 3Y | +322.0% | +94.6% | +227.4% | +215.0% |
| All | +236.4% | +168.2% | +68.2% | +126.3% |
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