+92.1%
IP vs TDY
+7,524.8%
-7,432.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +1.7% |
| 7D | -3.0% | -2.5% | -0.5% | -2.4% |
| 30D | +10.6% | +4.8% | +5.8% | +9.0% |
| 3M | -13.6% | -6.9% | -6.6% | -11.8% |
| 6M | +10.4% | +3.5% | +6.9% | +9.2% |
| YTD | -6.5% | +26.0% | -32.5% | -13.0% |
| 1Y | -2.1% | +25.4% | -27.5% | -8.8% |
| 3Y | +22.0% | +70.9% | -48.9% | +3.2% |
| 5Y | -9.7% | +46.6% | -56.3% | -20.8% |
| 10Y | +26.8% | +468.9% | -442.1% | -23.9% |
| All | +92.1% | +7,524.8% | -7,432.7% | -18.0% |
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