+25.4%
IP vs TMF
-84.4%
+109.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -3.9% |
| 7D | -5.0% | +2.7% | -7.7% | -4.7% |
| 30D | +6.5% | +19.3% | -12.8% | +8.2% |
| 3M | -18.0% | -3.7% | -14.4% | -18.4% |
| 6M | +10.3% | -11.3% | +21.6% | +8.8% |
| YTD | -9.9% | -16.6% | +6.7% | -11.6% |
| 1Y | -1.1% | -21.1% | +20.1% | -3.6% |
| 3Y | +13.0% | -26.8% | +39.8% | +11.2% |
| 5Y | -12.3% | -88.0% | +75.8% | -39.7% |
| All | +25.4% | -84.4% | +109.8% | +2.5% |
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