+17.4%
TPR vs IP
-18.9%
+36.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | -2.3% | -5.3% | +3.0% | -0.7% |
| 30D | -23.0% | -10.9% | -12.1% | -20.2% |
| 3M | -12.5% | +11.2% | -23.6% | -16.0% |
| 6M | -21.4% | -10.2% | -11.2% | -19.8% |
| YTD | -3.5% | -2.0% | -1.5% | -3.8% |
| 1Y | +17.4% | -19.1% | +36.4% | +21.3% |
| All | +17.4% | -18.9% | +36.2% | +21.3% |
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 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