+110.6%
IP vs TCOM
+2,922.3%
-2,811.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.6% |
| 7D | -5.1% | +12.1% | -17.1% | -7.1% |
| 30D | +8.5% | +16.5% | -8.0% | +5.3% |
| 3M | -13.8% | -4.0% | -9.8% | -13.3% |
| 6M | +5.7% | -18.5% | +24.3% | +9.3% |
| YTD | -9.1% | -38.3% | +29.2% | -1.6% |
| 1Y | -0.8% | -36.6% | +35.8% | +6.8% |
| 3Y | +14.8% | +31.1% | -16.3% | +3.8% |
| 5Y | -11.5% | +47.6% | -59.1% | -27.0% |
| 10Y | +27.9% | +5.1% | +22.9% | +6.2% |
| All | +110.6% | +2,922.3% | -2,811.6% | -6.3% |
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