+22.6%
IP vs TCOM
-9.6%
+32.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -5.3% | -9.5% | +4.3% | -3.8% |
| 30D | -10.9% | -10.7% | -0.1% | -9.3% |
| 3M | +11.2% | -14.6% | +25.8% | +13.5% |
| 6M | -10.2% | -19.3% | +9.1% | -7.6% |
| YTD | -2.0% | -42.9% | +41.0% | +6.2% |
| 1Y | -19.1% | -43.8% | +24.7% | -12.2% |
| 3Y | +20.9% | +2.1% | +18.7% | +15.7% |
| 5Y | -17.8% | +31.2% | -49.0% | -28.5% |
| All | +22.6% | -9.6% | +32.3% | +4.6% |
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