+326.1%
TPR vs IP
+23.2%
+302.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.4% |
| 7D | -2.3% | -5.3% | +3.0% | +1.0% |
| 30D | -23.0% | -10.9% | -12.1% | -17.5% |
| 3M | -12.5% | +11.2% | -23.6% | -19.7% |
| 6M | -21.4% | -10.2% | -11.2% | -18.4% |
| YTD | -3.5% | -2.0% | -1.5% | -6.5% |
| 1Y | +17.4% | -19.1% | +36.4% | +27.4% |
| 3Y | +291.3% | +20.9% | +270.4% | +191.5% |
| 5Y | +241.9% | -17.8% | +259.7% | +240.9% |
| All | +326.1% | +23.2% | +302.9% | +182.0% |
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 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