+127.2%
IP vs TCOM
+2,694.8%
-2,567.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -5.3% | -9.5% | +4.3% | -3.5% |
| 30D | -10.9% | -10.7% | -0.1% | -9.0% |
| 3M | +11.2% | -14.6% | +25.8% | +14.0% |
| 6M | -10.2% | -19.3% | +9.1% | -7.0% |
| YTD | -2.0% | -42.9% | +41.0% | +7.8% |
| 1Y | -19.1% | -43.8% | +24.7% | -10.8% |
| 3Y | +20.9% | +2.1% | +18.7% | +14.6% |
| 5Y | -17.8% | +31.2% | -49.0% | -30.7% |
| 10Y | +23.5% | -13.9% | +37.4% | +6.7% |
| All | +127.2% | +2,694.8% | -2,567.6% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling