+736.3%
TT vs IRM
+520.0%
+216.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +4.0% | +6.8% | -2.7% | +1.3% |
| 30D | -11.3% | +2.6% | -13.9% | -12.4% |
| 3M | -12.3% | -9.5% | -2.8% | -9.0% |
| 6M | -10.8% | -8.5% | -2.4% | -8.3% |
| YTD | +8.2% | +40.3% | -32.1% | -7.4% |
| 1Y | +1.5% | +28.7% | -27.2% | -10.1% |
| 3Y | +91.5% | +111.8% | -20.4% | +34.4% |
| 5Y | +130.2% | +189.1% | -58.9% | +40.3% |
| All | +736.3% | +520.0% | +216.3% | +258.8% |
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 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