+14.8%
IP vs TCOM
+30.2%
-15.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -5.1% | +12.1% | -17.1% | -6.3% |
| 30D | +8.5% | +16.5% | -8.0% | +6.7% |
| 3M | -13.8% | -4.0% | -9.8% | -13.6% |
| 6M | +5.7% | -18.5% | +24.3% | +7.8% |
| YTD | -9.1% | -38.3% | +29.2% | -4.8% |
| 1Y | -0.8% | -36.6% | +35.8% | +3.5% |
| 3Y | +14.8% | +31.1% | -16.3% | +17.4% |
| All | +14.8% | +30.2% | -15.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling