+62.1%
T vs IT
-52.4%
+114.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +1.7% | -18.8% | +20.5% | +2.7% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -7.3% | +2.9% | -10.2% | -7.4% |
| 6M | -11.2% | +20.4% | -31.6% | -12.1% |
| YTD | -8.1% | -24.3% | +16.2% | -8.0% |
| 1Y | -8.0% | -17.2% | +9.1% | -8.3% |
| 3Y | +62.1% | -52.4% | +114.5% | +75.3% |
| All | +62.1% | -52.4% | +114.5% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling