+108.9%
IP vs TCOM
+2,884.1%
-2,775.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.5% |
| 7D | -5.0% | +13.6% | -18.6% | -7.3% |
| 30D | +6.5% | +14.5% | -8.0% | +3.7% |
| 3M | -18.0% | -4.7% | -13.4% | -17.4% |
| 6M | +10.3% | -16.4% | +26.7% | +13.5% |
| YTD | -9.9% | -39.1% | +29.2% | -2.2% |
| 1Y | -1.1% | -37.8% | +36.8% | +6.9% |
| 3Y | +13.0% | +31.1% | -18.1% | +2.2% |
| 5Y | -12.3% | +45.7% | -58.0% | -27.4% |
| 10Y | +26.8% | +3.7% | +23.1% | +5.5% |
| All | +108.9% | +2,884.1% | -2,775.3% | -6.8% |
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 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