+420.4%
TTMI vs IP
+24.7%
+395.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -11.5% | 0.0% | -11.5% | -11.2% |
| 30D | -40.3% | +9.4% | -49.7% | -42.7% |
| 3M | -44.5% | -14.1% | -30.4% | -41.0% |
| 6M | -54.1% | +9.2% | -63.3% | -57.2% |
| YTD | +4.7% | -7.5% | +12.2% | +3.2% |
| 1Y | +3.3% | -2.8% | +6.1% | -0.8% |
| 3Y | +407.2% | +21.2% | +386.0% | +316.8% |
| 5Y | +406.5% | -11.5% | +418.0% | +382.6% |
| 10Y | +420.4% | +23.7% | +396.7% | +302.2% |
| All | +420.4% | +24.7% | +395.7% | +302.2% |
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