+911.5%
TT vs IP
+23.2%
+888.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | -0.2% | -5.3% | +5.0% | +1.7% |
| 30D | -7.4% | -10.9% | +3.5% | -3.6% |
| 3M | -3.2% | +11.2% | -14.4% | -7.8% |
| 6M | +1.1% | -10.2% | +11.3% | +3.3% |
| YTD | +15.6% | -2.0% | +17.6% | +13.5% |
| 1Y | +9.2% | -19.1% | +28.3% | +14.2% |
| 3Y | +124.4% | +20.9% | +103.5% | +85.3% |
| 5Y | +138.0% | -17.8% | +155.8% | +133.0% |
| All | +911.5% | +23.2% | +888.3% | +642.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling