-10.2%
IP vs TLN
-6.8%
-3.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.8% |
| 7D | -5.3% | +7.1% | -12.3% | -6.0% |
| 30D | -10.9% | -3.9% | -7.0% | -10.6% |
| 3M | +11.2% | -16.2% | +27.3% | +11.7% |
| 6M | -10.2% | -5.8% | -4.4% | -11.5% |
| All | -10.2% | -6.8% | -3.4% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling