+220.3%
TTMI vs IRM
+3,295.4%
-3,075.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | +11.4% | +6.8% | +4.6% | +7.7% |
| 30D | -28.3% | +2.6% | -30.9% | -28.3% |
| 3M | -46.7% | -9.5% | -37.2% | -42.6% |
| 6M | -56.1% | -8.5% | -47.6% | -52.9% |
| YTD | +7.4% | +40.3% | -32.9% | -6.8% |
| 1Y | +17.4% | +28.7% | -11.3% | +6.9% |
| 3Y | +429.1% | +111.8% | +317.3% | +266.4% |
| 5Y | +418.8% | +189.1% | +229.7% | +201.3% |
| 10Y | +411.2% | +519.8% | -108.5% | +84.3% |
| All | +220.3% | +3,295.4% | -3,075.1% | -72.2% |
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