+13,847.2%
TT vs IP
+327.4%
+13,519.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -2.6% |
| 7D | -9.0% | -5.0% | -4.0% | -6.9% |
| 30D | -17.6% | +6.5% | -24.2% | -20.4% |
| 3M | -18.7% | -18.0% | -0.6% | -11.8% |
| 6M | -17.4% | +10.3% | -27.7% | -23.0% |
| YTD | +1.5% | -9.9% | +11.4% | +1.8% |
| 1Y | -9.4% | -1.1% | -8.3% | -13.3% |
| 3Y | +85.1% | +13.0% | +72.1% | +53.8% |
| 5Y | +125.7% | -12.3% | +138.0% | +108.2% |
| 10Y | +757.3% | +26.8% | +730.5% | +519.3% |
| All | +13,847.2% | +327.4% | +13,519.9% | +4,216.8% |
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