+239.1%
TPR vs IP
-10.3%
+249.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +12.6% | +3.4% | +9.3% | +10.9% |
| 30D | +7.1% | +11.2% | -4.1% | +1.9% |
| 3M | -19.4% | -14.8% | -4.6% | -13.5% |
| 6M | -9.7% | +17.3% | -27.0% | -17.8% |
| YTD | -1.0% | -6.2% | +5.2% | -1.0% |
| 1Y | +19.3% | +2.3% | +17.0% | +13.6% |
| 3Y | +379.0% | +17.7% | +361.3% | +282.1% |
| 5Y | +239.1% | -8.4% | +247.5% | +229.8% |
| All | +239.1% | -10.3% | +249.4% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling