-9.7%
IP vs TD
+105.4%
-115.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | +10.6% | +7.9% | +2.7% | +6.1% |
| 3M | -13.6% | +3.1% | -16.7% | -15.2% |
| 6M | +10.4% | +17.2% | -6.8% | +1.0% |
| YTD | -6.5% | +34.7% | -41.2% | -20.8% |
| 1Y | -2.1% | +56.9% | -59.0% | -23.7% |
| 3Y | +22.0% | +134.7% | -112.8% | -24.8% |
| 5Y | -9.7% | +104.8% | -114.5% | -39.3% |
| All | -9.7% | +105.4% | -115.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling