+23.7%
IP vs TD
+303.3%
-279.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.5% |
| 30D | +9.4% | +7.6% | +1.8% | +3.8% |
| 3M | -14.1% | +3.0% | -17.1% | -16.1% |
| 6M | +9.2% | +16.8% | -7.7% | -2.7% |
| YTD | -7.5% | +34.3% | -41.9% | -25.7% |
| 1Y | -2.8% | +56.0% | -58.8% | -29.9% |
| 3Y | +21.2% | +132.4% | -111.1% | -36.1% |
| 5Y | -11.5% | +103.7% | -115.1% | -49.3% |
| 10Y | +23.7% | +299.2% | -275.5% | -59.4% |
| All | +23.7% | +303.3% | -279.6% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling