-48.8%
TE vs IP
-7.8%
-41.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -7.0% |
| 7D | -13.6% | -0.9% | -12.7% | -13.4% |
| 30D | -37.7% | +6.7% | -44.4% | -38.4% |
| 3M | -59.8% | -16.6% | -43.2% | -58.7% |
| 6M | -66.3% | +6.0% | -72.3% | -67.6% |
| YTD | -70.5% | -10.7% | -59.8% | -71.8% |
| 1Y | -48.8% | -6.7% | -42.2% | -50.0% |
| All | -48.8% | -7.8% | -41.0% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling