+62.5%
T vs IT
+88.7%
-26.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +1.6% | -3.7% | +5.3% | +2.2% |
| 30D | -2.9% | -3.1% | +0.2% | -2.7% |
| 3M | -7.5% | +6.3% | -13.8% | -8.7% |
| 6M | -9.9% | +24.8% | -34.7% | -14.0% |
| YTD | -6.4% | -24.4% | +17.9% | -4.0% |
| 1Y | -9.4% | -17.1% | +7.7% | -8.6% |
| 3Y | +64.9% | -53.6% | +118.5% | +81.4% |
| 5Y | +57.0% | -42.5% | +99.5% | +60.3% |
| All | +62.5% | +88.7% | -26.2% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling