-4.9%
TDG vs IP
-3.2%
-1.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +10.6% | +9.4% | +1.2% | +8.3% |
| 3M | +0.2% | -14.1% | +14.2% | +3.4% |
| 6M | +0.9% | +9.2% | -8.3% | -1.5% |
| YTD | -7.8% | -7.5% | -0.3% | -8.4% |
| 1Y | -4.9% | -2.8% | -2.1% | -6.5% |
| All | -4.9% | -3.2% | -1.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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