+152.0%
IP vs TD
+8,030.9%
-7,878.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -1.6% |
| 7D | -5.0% | -3.2% | -1.7% | -3.1% |
| 30D | +6.5% | +4.9% | +1.7% | +3.5% |
| 3M | -18.0% | +2.3% | -20.3% | -19.3% |
| 6M | +10.3% | +17.8% | -7.5% | 0.0% |
| YTD | -9.9% | +33.5% | -43.4% | -24.3% |
| 1Y | -1.1% | +55.9% | -57.0% | -24.3% |
| 3Y | +13.0% | +131.5% | -118.5% | -32.6% |
| 5Y | -12.3% | +103.3% | -115.6% | -44.0% |
| 10Y | +26.8% | +308.6% | -281.7% | -46.0% |
| All | +152.0% | +8,030.9% | -7,878.9% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling