-4.2%
IP vs TD
+55.8%
-60.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.8% |
| 3M | -14.1% | +3.0% | -17.1% | -15.8% |
| 6M | +9.2% | +16.8% | -7.7% | -1.9% |
| YTD | -7.5% | +34.3% | -41.9% | -24.1% |
| All | -4.2% | +55.8% | -60.0% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling