+31.5%
IP vs TLN
+630.2%
-598.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -5.1% |
| 30D | +8.5% | -10.5% | +19.0% | +9.6% |
| 3M | -13.8% | +0.1% | -13.9% | -14.4% |
| 6M | +5.7% | -17.4% | +23.1% | +6.8% |
| YTD | -9.1% | -9.7% | +0.5% | -9.8% |
| 1Y | -0.8% | -12.3% | +11.4% | -1.4% |
| 3Y | +14.8% | +528.3% | -513.5% | -10.4% |
| All | +31.5% | +630.2% | -598.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling