-76.0%
TE vs IP
+12.2%
-88.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -12.6% | -5.1% | -7.5% | -11.0% |
| 30D | -36.7% | +8.5% | -45.2% | -38.5% |
| 3M | -57.5% | -13.8% | -43.6% | -55.2% |
| 6M | -55.2% | +5.7% | -61.0% | -56.6% |
| YTD | -64.7% | -9.1% | -55.6% | -64.8% |
| 1Y | -35.9% | -0.8% | -35.1% | -38.5% |
| 3Y | -31.8% | +14.8% | -46.6% | -35.2% |
| 5Y | -79.4% | -11.5% | -67.9% | -79.8% |
| All | -76.0% | +12.2% | -88.1% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling