-78.9%
TE vs IP
+14.1%
-93.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.2% |
| 7D | -26.9% | 0.0% | -26.9% | -26.7% |
| 30D | -38.9% | +9.4% | -48.3% | -40.8% |
| 3M | -61.0% | -14.1% | -47.0% | -58.9% |
| 6M | -66.4% | +9.2% | -75.6% | -67.8% |
| YTD | -69.0% | -7.5% | -61.5% | -69.3% |
| 1Y | -54.0% | -2.8% | -51.2% | -55.5% |
| 3Y | +38.0% | +21.2% | +16.8% | +28.7% |
| 5Y | -81.0% | -11.5% | -69.5% | -81.5% |
| All | -78.9% | +14.1% | -93.0% | -79.6% |
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