-19.2%
IP vs TCOM
-44.5%
+25.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | +0.1% | -7.6% | +7.7% | +0.6% |
| 30D | -11.2% | -12.2% | +1.0% | -10.5% |
| 3M | +12.3% | -14.2% | +26.5% | +13.2% |
| 6M | -5.2% | -25.0% | +19.8% | -3.2% |
| YTD | -4.0% | -43.7% | +39.7% | -1.1% |
| 1Y | -19.2% | -44.5% | +25.3% | -16.1% |
| All | -19.2% | -44.5% | +25.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling