+86.7%
IP vs TDY
+7,231.6%
-7,144.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.5% |
| 7D | -5.1% | -6.0% | +1.0% | -3.4% |
| 30D | +8.5% | +2.4% | +6.1% | +7.6% |
| 3M | -13.8% | -10.0% | -3.8% | -11.2% |
| 6M | +5.7% | -4.0% | +9.7% | +6.9% |
| YTD | -9.1% | +21.1% | -30.2% | -14.4% |
| 1Y | -0.8% | +22.1% | -22.9% | -6.8% |
| 3Y | +14.8% | +64.0% | -49.2% | -1.7% |
| 5Y | -11.5% | +38.6% | -50.1% | -21.1% |
| 10Y | +27.9% | +501.5% | -473.6% | -24.3% |
| All | +86.7% | +7,231.6% | -7,144.9% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling