-35.9%
TE vs IP
-0.2%
-35.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | -12.6% | -5.1% | -7.5% | -11.6% |
| 30D | -36.7% | +8.5% | -45.2% | -37.7% |
| 3M | -57.5% | -13.8% | -43.6% | -56.5% |
| 6M | -55.2% | +5.7% | -61.0% | -57.1% |
| YTD | -64.7% | -9.1% | -55.6% | -66.3% |
| 1Y | -35.9% | -0.8% | -35.1% | -38.2% |
| All | -35.9% | -0.2% | -35.7% | -38.2% |
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