+125.7%
TT vs IP
-12.5%
+138.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.5% |
| 7D | -9.0% | -5.0% | -4.0% | -8.0% |
| 30D | -17.6% | +6.5% | -24.2% | -19.0% |
| 3M | -18.7% | -18.0% | -0.6% | -15.1% |
| 6M | -17.4% | +10.3% | -27.7% | -20.2% |
| YTD | +1.5% | -9.9% | +11.4% | +2.2% |
| 1Y | -9.4% | -1.1% | -8.3% | -11.1% |
| 3Y | +85.1% | +13.0% | +72.1% | +62.1% |
| 5Y | +125.7% | -12.3% | +138.0% | +118.9% |
| All | +125.7% | -12.5% | +138.2% | +118.9% |
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