+18.5%
IP vs TMF
-25.6%
+44.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +1.1% |
| 7D | +3.4% | +4.0% | -0.6% | +2.8% |
| 30D | +11.2% | +19.5% | -8.2% | +8.1% |
| 3M | -14.8% | -3.5% | -11.2% | -14.4% |
| 6M | +17.3% | -10.6% | +27.9% | +19.0% |
| YTD | -6.2% | -17.1% | +10.9% | -4.2% |
| 1Y | +2.3% | -24.3% | +26.6% | +5.3% |
| All | +18.5% | -25.6% | +44.1% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling