+7,919.3%
TPR vs IP
+216.6%
+7,702.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +12.6% | +3.4% | +9.3% | +10.6% |
| 30D | +7.1% | +11.2% | -4.1% | +1.1% |
| 3M | -19.4% | -14.8% | -4.6% | -12.6% |
| 6M | -9.7% | +17.3% | -27.0% | -18.9% |
| YTD | -1.0% | -6.2% | +5.2% | -1.4% |
| 1Y | +19.3% | +2.3% | +17.0% | +12.8% |
| 3Y | +379.0% | +17.7% | +361.3% | +295.5% |
| 5Y | +239.1% | -8.4% | +247.5% | +221.5% |
| 10Y | +364.0% | +32.1% | +331.9% | +262.4% |
| All | +7,919.3% | +216.6% | +7,702.7% | +3,501.3% |
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