+22.9%
IP vs TMF
-86.8%
+109.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -5.3% | -1.4% | -3.8% | -5.4% |
| 30D | -10.9% | -2.8% | -8.0% | -11.1% |
| 3M | +11.2% | -10.9% | +22.1% | +9.9% |
| 6M | -10.2% | -21.3% | +11.1% | -12.5% |
| YTD | -2.0% | -15.9% | +13.9% | -3.7% |
| 1Y | -19.1% | -15.7% | -3.4% | -20.4% |
| 3Y | +20.9% | -43.4% | +64.2% | +14.5% |
| 5Y | -17.8% | -87.8% | +69.9% | -42.4% |
| All | +22.9% | -86.8% | +109.7% | +3.0% |
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