-13.6%
IP vs TCOM
+40.6%
-54.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.4% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | +7.9% | +12.1% | -4.2% | +6.7% |
| 3M | -15.3% | -3.2% | -12.1% | -15.1% |
| 6M | +10.5% | -16.6% | +27.2% | +12.2% |
| YTD | -9.4% | -39.4% | +30.0% | -5.3% |
| 1Y | -4.6% | -41.5% | +36.9% | +0.1% |
| 3Y | +21.2% | +24.4% | -3.1% | +17.1% |
| All | -13.6% | +40.6% | -54.2% | -21.9% |
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 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