+30.4%
IP vs TLN
+581.9%
-551.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.6% |
| 7D | -5.0% | -9.4% | +4.4% | -4.1% |
| 30D | +6.5% | -15.2% | +21.8% | +8.3% |
| 3M | -18.0% | -4.1% | -13.9% | -18.2% |
| 6M | +10.3% | -17.8% | +28.2% | +11.5% |
| YTD | -9.9% | -15.6% | +5.8% | -9.9% |
| 1Y | -1.1% | -21.6% | +20.6% | -0.3% |
| 3Y | +13.0% | +497.6% | -484.5% | -11.2% |
| All | +30.4% | +581.9% | -551.5% | +3.2% |
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