+893.7%
TT vs IRM
+407.3%
+486.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +1.6% | +1.6% | -0.1% | +0.9% |
| 30D | -7.3% | -4.2% | -3.1% | -5.8% |
| 3M | -2.6% | -5.4% | +2.8% | -0.8% |
| 6M | +5.9% | +12.0% | -6.1% | +0.3% |
| YTD | +15.4% | +42.0% | -26.6% | -1.3% |
| 1Y | +8.2% | +29.9% | -21.6% | -4.5% |
| 3Y | +122.7% | +104.4% | +18.3% | +59.6% |
| 5Y | +145.0% | +191.0% | -46.1% | +49.8% |
| 10Y | +893.7% | +417.1% | +476.6% | +378.1% |
| All | +893.7% | +407.3% | +486.4% | +378.1% |
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