+29.3%
IP vs TLN
+733.8%
-704.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -0.9% | +22.3% | -23.2% | -3.1% |
| 30D | +6.7% | +1.2% | +5.5% | +6.3% |
| 3M | -16.6% | +5.9% | -22.5% | -17.6% |
| 6M | +6.0% | +3.2% | +2.8% | +4.3% |
| YTD | -10.7% | +3.2% | -13.8% | -12.7% |
| 1Y | -6.7% | +5.2% | -11.9% | -9.1% |
| 3Y | +17.1% | +606.3% | -589.1% | -9.9% |
| All | +29.3% | +733.8% | -704.5% | 0.0% |
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