-9.1%
T vs IT
-24.5%
+15.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.8% |
| 7D | -1.3% | -6.0% | +4.8% | -1.1% |
| 30D | +11.4% | 0.0% | +11.4% | +11.3% |
| 3M | +14.3% | +13.1% | +1.2% | +12.6% |
| 6M | -9.3% | +11.7% | -21.0% | -10.4% |
| YTD | +7.1% | -26.1% | +33.2% | +5.9% |
| 1Y | -9.1% | -21.3% | +12.2% | -11.2% |
| All | -9.1% | -24.5% | +15.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling