-0.8%
IP vs TCOM
-37.8%
+36.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.8% |
| 7D | -5.1% | +12.1% | -17.1% | -5.8% |
| 30D | +8.5% | +16.5% | -8.0% | +7.4% |
| 3M | -13.8% | -4.0% | -9.8% | -14.1% |
| 6M | +5.7% | -18.5% | +24.3% | +6.5% |
| YTD | -9.1% | -38.3% | +29.2% | -9.4% |
| 1Y | -0.8% | -36.6% | +35.8% | -1.9% |
| All | -0.8% | -37.8% | +36.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling