-76.7%
TE vs IP
+15.4%
-92.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.0% |
| 7D | -10.5% | -3.0% | -7.5% | -9.6% |
| 30D | -32.4% | +10.6% | -43.1% | -34.8% |
| 3M | -60.9% | -13.6% | -47.3% | -58.8% |
| 6M | -62.8% | +10.4% | -73.2% | -64.6% |
| YTD | -65.7% | -6.5% | -59.2% | -66.2% |
| 1Y | -39.9% | -2.1% | -37.8% | -42.0% |
| 3Y | +10.6% | +22.0% | -11.4% | +2.9% |
| 5Y | -79.7% | -9.7% | -69.9% | -80.3% |
| All | -76.7% | +15.4% | -92.1% | -77.5% |
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 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