-78.3%
TE vs IP
+12.6%
-90.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | -22.0% | -2.8% | -19.2% | -21.0% |
| 30D | -33.6% | +9.2% | -42.8% | -35.7% |
| 3M | -61.1% | -16.1% | -44.9% | -58.6% |
| 6M | -64.7% | +9.6% | -74.3% | -66.3% |
| YTD | -68.1% | -8.8% | -59.3% | -68.3% |
| 1Y | -51.7% | -5.5% | -46.2% | -52.8% |
| 3Y | +42.0% | +19.6% | +22.4% | +33.1% |
| 5Y | -80.8% | -13.5% | -67.4% | -81.2% |
| All | -78.3% | +12.6% | -90.9% | -78.9% |
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