-1.1%
IP vs TMF
-22.6%
+21.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -4.3% |
| 7D | -5.0% | +2.7% | -7.7% | -6.3% |
| 30D | +6.5% | +19.3% | -12.8% | -3.2% |
| 3M | -18.0% | -3.7% | -14.4% | -16.7% |
| 6M | +10.3% | -11.3% | +21.6% | +15.9% |
| YTD | -9.9% | -16.6% | +6.7% | -4.6% |
| 1Y | -1.1% | -21.1% | +20.1% | +6.4% |
| All | -1.1% | -22.6% | +21.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling