+146.0%
TT vs IP
-17.2%
+163.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -0.2% | -5.3% | +5.0% | +1.0% |
| 30D | -7.4% | -10.9% | +3.5% | -4.9% |
| 3M | -3.2% | +11.2% | -14.4% | -6.1% |
| 6M | +1.1% | -10.2% | +11.3% | +2.7% |
| YTD | +15.6% | -2.0% | +17.6% | +14.5% |
| 1Y | +9.2% | -19.1% | +28.3% | +12.9% |
| 3Y | +124.4% | +20.9% | +103.5% | +95.7% |
| All | +146.0% | -17.2% | +163.2% | +139.1% |
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 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