-16.1%
IP vs TCOM
+30.8%
-46.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -5.3% | -9.5% | +4.3% | -4.3% |
| 30D | -10.9% | -10.7% | -0.1% | -9.9% |
| 3M | +11.2% | -14.6% | +25.8% | +12.6% |
| 6M | -10.2% | -19.3% | +9.1% | -8.6% |
| YTD | -2.0% | -42.9% | +41.0% | +3.0% |
| 1Y | -19.1% | -43.8% | +24.7% | -14.8% |
| 3Y | +20.9% | +2.1% | +18.7% | +19.1% |
| All | -16.1% | +30.8% | -46.9% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling