+23.7%
IP vs TMF
-82.2%
+105.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.7% | -1.5% |
| 7D | 0.0% | -1.1% | +1.1% | -0.1% |
| 30D | +9.4% | +11.8% | -2.4% | +10.5% |
| 3M | -14.1% | -4.0% | -10.0% | -14.4% |
| 6M | +9.2% | -16.5% | +25.7% | +7.1% |
| YTD | -7.5% | -19.9% | +12.4% | -9.6% |
| 1Y | -2.8% | -25.6% | +22.8% | -5.8% |
| 3Y | +21.2% | -29.9% | +51.1% | +18.8% |
| 5Y | -11.5% | -88.2% | +76.8% | -39.1% |
| 10Y | +23.7% | -81.7% | +105.4% | +2.9% |
| All | +23.7% | -82.2% | +105.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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