+8,486.3%
TPR vs IP
+204.1%
+8,282.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.0% | +11.0% | +9.2% |
| 7D | +13.9% | -5.0% | +18.8% | +16.7% |
| 30D | +14.9% | +6.5% | +8.4% | +10.7% |
| 3M | -15.4% | -18.0% | +2.7% | -6.6% |
| 6M | -4.5% | +10.3% | -14.8% | -11.4% |
| YTD | +6.0% | -9.9% | +15.9% | +7.6% |
| 1Y | +24.3% | -1.1% | +25.4% | +19.5% |
| 3Y | +412.8% | +13.0% | +399.8% | +331.9% |
| 5Y | +258.4% | -12.3% | +270.7% | +247.1% |
| 10Y | +396.8% | +26.8% | +370.0% | +295.7% |
| All | +8,486.3% | +204.1% | +8,282.2% | +3,833.0% |
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