+1,084.3%
TTMI vs IRM
+430.1%
+654.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.5% |
| 7D | +6.0% | -1.8% | +7.8% | +7.1% |
| 30D | -6.4% | -7.8% | +1.3% | -2.1% |
| 3M | -28.9% | -7.9% | -21.1% | -25.4% |
| 6M | +26.9% | +6.3% | +20.5% | +25.1% |
| YTD | +77.3% | +38.2% | +39.2% | +55.1% |
| 1Y | +147.5% | +19.8% | +127.7% | +131.6% |
| 3Y | +847.6% | +98.8% | +748.9% | +599.2% |
| 5Y | +802.2% | +191.8% | +610.4% | +462.5% |
| All | +1,084.3% | +430.1% | +654.2% | +483.8% |
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