+23.7%
IP vs TCOM
+3.0%
+20.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | 0.0% | +6.5% | -6.5% | -1.0% |
| 30D | +9.4% | +13.3% | -3.9% | +7.2% |
| 3M | -14.1% | -6.5% | -7.6% | -13.2% |
| 6M | +9.2% | -16.3% | +25.5% | +11.8% |
| YTD | -7.5% | -38.7% | +31.2% | -1.1% |
| 1Y | -2.8% | -40.1% | +37.3% | +4.4% |
| 3Y | +21.2% | +30.6% | -9.4% | +11.4% |
| 5Y | -11.5% | +45.8% | -57.3% | -24.2% |
| 10Y | +23.7% | +8.1% | +15.6% | +4.1% |
| All | +23.7% | +3.0% | +20.7% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling