+7,716.4%
TPR vs IP
+230.8%
+7,485.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.2% |
| 7D | -2.3% | -5.3% | +3.0% | +0.5% |
| 30D | -23.0% | -10.9% | -12.1% | -18.2% |
| 3M | -12.5% | +11.2% | -23.6% | -18.6% |
| 6M | -21.4% | -10.2% | -11.2% | -18.8% |
| YTD | -3.5% | -2.0% | -1.5% | -5.8% |
| 1Y | +17.4% | -19.1% | +36.4% | +25.8% |
| 3Y | +291.3% | +20.9% | +270.4% | +219.3% |
| 5Y | +241.9% | -17.8% | +259.7% | +245.5% |
| 10Y | +322.7% | +23.5% | +299.1% | +241.2% |
| All | +7,716.4% | +230.8% | +7,485.7% | +3,342.1% |
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