+733.1%
IP vs TMF
-69.3%
+802.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +1.9% |
| 7D | +3.4% | +4.0% | -0.6% | +4.0% |
| 30D | +11.2% | +19.5% | -8.2% | +14.5% |
| 3M | -14.8% | -3.5% | -11.2% | -15.4% |
| 6M | +17.3% | -10.6% | +27.9% | +14.7% |
| YTD | -6.2% | -17.1% | +10.9% | -9.3% |
| 1Y | +2.3% | -24.3% | +26.6% | -2.7% |
| 3Y | +17.7% | -27.2% | +44.9% | +13.7% |
| 5Y | -8.4% | -87.6% | +79.1% | -38.9% |
| 10Y | +32.1% | -84.8% | +116.8% | +5.7% |
| All | +733.1% | -69.3% | +802.4% | +830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling