+371.7%
TPR vs IP
+22.3%
+349.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -0.8% |
| 7D | +6.4% | -2.8% | +9.2% | +8.0% |
| 30D | +13.8% | +9.2% | +4.6% | +7.3% |
| 3M | -16.6% | -16.1% | -0.5% | -7.7% |
| 6M | +0.7% | +9.6% | -8.9% | -7.9% |
| YTD | +5.3% | -8.8% | +14.1% | +5.9% |
| 1Y | +32.4% | -5.5% | +37.9% | +29.5% |
| 3Y | +406.4% | +19.6% | +386.8% | +273.0% |
| 5Y | +227.9% | -13.5% | +241.4% | +207.9% |
| 10Y | +371.7% | +22.4% | +349.3% | +182.9% |
| All | +371.7% | +22.3% | +349.5% | +182.9% |
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