-79.9%
TE vs IP
+10.2%
-90.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.8% |
| 7D | -13.6% | -0.9% | -12.7% | -13.3% |
| 30D | -37.7% | +6.7% | -44.4% | -39.0% |
| 3M | -59.8% | -16.6% | -43.2% | -57.2% |
| 6M | -66.3% | +6.0% | -72.3% | -67.4% |
| YTD | -70.5% | -10.7% | -59.8% | -70.4% |
| 1Y | -48.8% | -6.7% | -42.2% | -49.7% |
| 3Y | +31.3% | +17.1% | +14.2% | +24.1% |
| 5Y | -82.0% | -14.6% | -67.5% | -82.3% |
| All | -79.9% | +10.2% | -90.2% | -80.4% |
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