+17.6%
IP vs TCOM
+5.9%
+11.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | +7.9% | +12.1% | -4.2% | +5.9% |
| 3M | -15.3% | -3.2% | -12.1% | -15.0% |
| 6M | +10.5% | -16.6% | +27.2% | +13.2% |
| YTD | -9.4% | -39.4% | +30.0% | -2.8% |
| 1Y | -4.6% | -41.5% | +36.9% | +2.8% |
| 3Y | +21.2% | +24.4% | -3.1% | +12.3% |
| 5Y | -13.3% | +41.6% | -54.9% | -25.4% |
| All | +17.6% | +5.9% | +11.8% | -1.4% |
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