+8.2%
TT vs IRM
+31.5%
-23.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +1.6% | +1.6% | -0.1% | +1.0% |
| 30D | -7.3% | -4.2% | -3.1% | -6.1% |
| 3M | -2.6% | -5.4% | +2.8% | -1.2% |
| 6M | +5.9% | +12.0% | -6.1% | +1.5% |
| YTD | +15.4% | +42.0% | -26.6% | +3.6% |
| 1Y | +8.2% | +29.9% | -21.6% | -0.7% |
| All | +8.2% | +31.5% | -23.2% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling