+31.1%
IP vs TLN
+710.8%
-679.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.7% |
| 7D | -0.3% | +11.0% | -11.3% | -1.5% |
| 30D | +7.9% | +4.9% | +3.0% | +7.1% |
| 3M | -15.3% | +4.9% | -20.2% | -16.3% |
| 6M | +10.5% | +7.1% | +3.4% | +8.3% |
| YTD | -9.4% | +0.3% | -9.7% | -11.2% |
| 1Y | -4.6% | +5.9% | -10.5% | -7.3% |
| 3Y | +21.2% | +578.5% | -557.2% | -6.4% |
| All | +31.1% | +710.8% | -679.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling