+7,880.8%
TT vs IRM
+9,145.3%
-1,264.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | -2.0% | -8.6% | +6.6% | +1.0% |
| 30D | -14.0% | -8.0% | -6.0% | -11.6% |
| 3M | -15.9% | -12.0% | -3.9% | -12.3% |
| 6M | -17.3% | -18.2% | +0.8% | -11.7% |
| YTD | +4.0% | +31.4% | -27.4% | -6.8% |
| 1Y | -7.1% | +9.2% | -16.3% | -11.3% |
| 3Y | +90.2% | +94.6% | -4.3% | +45.6% |
| 5Y | +131.1% | +170.2% | -39.0% | +55.9% |
| 10Y | +777.7% | +464.3% | +313.4% | +338.8% |
| All | +7,880.8% | +9,145.3% | -1,264.5% | +2,140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling