+123.0%
TT vs IRM
+101.3%
+21.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -7.2% | -8.1% | +0.9% | -4.1% |
| 3M | -3.0% | -9.7% | +6.7% | +0.6% |
| 6M | +1.4% | +10.0% | -8.6% | -3.4% |
| YTD | +15.9% | +43.0% | -27.1% | -1.3% |
| 1Y | +9.4% | +32.7% | -23.3% | -4.7% |
| All | +123.0% | +101.3% | +21.7% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling