-72.2%
TE vs IP
+15.8%
-88.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.1% |
| 7D | +3.8% | +3.4% | +0.4% | +2.4% |
| 30D | -26.2% | +11.2% | -37.4% | -29.1% |
| 3M | -49.7% | -14.8% | -34.9% | -47.0% |
| 6M | -46.5% | +17.3% | -63.8% | -50.2% |
| YTD | -59.1% | -6.2% | -53.0% | -59.8% |
| 1Y | -25.8% | +2.3% | -28.2% | -29.8% |
| 3Y | -23.3% | +17.7% | -41.0% | -28.1% |
| 5Y | -76.9% | -8.4% | -68.5% | -77.7% |
| All | -72.2% | +15.8% | -88.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling