+141.1%
TT vs IP
-10.3%
+151.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -8.5% | +3.4% | -11.9% | -9.3% |
| 30D | -12.8% | +11.2% | -24.0% | -15.1% |
| 3M | -12.9% | -14.8% | +1.9% | -9.9% |
| 6M | -15.2% | +17.3% | -32.5% | -19.2% |
| YTD | +6.2% | -6.2% | +12.4% | +6.0% |
| 1Y | -4.5% | +2.3% | -6.9% | -7.0% |
| 3Y | +93.6% | +17.7% | +75.9% | +68.1% |
| 5Y | +141.1% | -8.4% | +149.5% | +132.1% |
| All | +141.1% | -10.3% | +151.4% | +132.1% |
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