+741.5%
TT vs IRM
+514.0%
+227.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +3.5% | -5.3% | +8.7% | +5.6% |
| 30D | -11.0% | -2.3% | -8.7% | -10.4% |
| 3M | -12.0% | -7.4% | -4.6% | -9.6% |
| 6M | -10.4% | -12.2% | +1.8% | -6.2% |
| YTD | +9.9% | +38.6% | -28.7% | -5.4% |
| 1Y | +1.5% | +14.9% | -13.4% | -5.9% |
| 3Y | +93.7% | +108.2% | -14.5% | +36.9% |
| 5Y | +139.2% | +183.8% | -44.6% | +46.9% |
| 10Y | +741.5% | +512.6% | +228.9% | +261.9% |
| All | +741.5% | +514.0% | +227.5% | +261.9% |
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