+5.7%
IP vs TDY
-2.6%
+8.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -1.7% |
| 7D | -5.1% | -6.0% | +1.0% | -1.8% |
| 30D | +8.5% | +2.4% | +6.1% | +5.8% |
| 3M | -13.8% | -10.0% | -3.8% | -8.9% |
| 6M | +5.7% | -4.0% | +9.7% | +4.9% |
| All | +5.7% | -2.6% | +8.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling