+770.2%
IP vs TMF
-68.9%
+839.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.3% |
| 7D | -5.3% | -1.4% | -3.8% | -5.5% |
| 30D | -10.9% | -2.8% | -8.0% | -11.3% |
| 3M | +11.2% | -10.9% | +22.1% | +8.9% |
| 6M | -10.2% | -21.3% | +11.1% | -14.1% |
| YTD | -2.0% | -15.9% | +13.9% | -5.0% |
| 1Y | -19.1% | -15.7% | -3.4% | -21.5% |
| 3Y | +20.9% | -43.4% | +64.2% | +11.2% |
| 5Y | -17.8% | -87.8% | +69.9% | -45.2% |
| 10Y | +23.5% | -86.7% | +110.3% | -4.6% |
| All | +770.2% | -68.9% | +839.1% | +874.5% |
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 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