-13.5%
IP vs TCOM
+43.1%
-56.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | -2.8% | +2.2% | -4.9% | -3.0% |
| 30D | +9.2% | +12.5% | -3.3% | +7.9% |
| 3M | -16.1% | -5.6% | -10.5% | -15.7% |
| 6M | +9.6% | -16.5% | +26.0% | +11.2% |
| YTD | -8.8% | -39.4% | +30.6% | -4.7% |
| 1Y | -5.5% | -41.0% | +35.4% | -1.0% |
| 3Y | +19.6% | +29.2% | -9.6% | +15.1% |
| 5Y | -13.5% | +41.6% | -55.1% | -21.7% |
| All | -13.5% | +43.1% | -56.5% | -21.7% |
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