+10.3%
IP vs TCOM
-16.5%
+26.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | -5.0% | +13.6% | -18.6% | -6.1% |
| 30D | +6.5% | +14.5% | -8.0% | +5.2% |
| 3M | -18.0% | -4.7% | -13.4% | -18.6% |
| 6M | +10.3% | -16.4% | +26.7% | +15.8% |
| All | +10.3% | -16.5% | +26.8% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling