+55.7%
T vs IT
-42.9%
+98.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +1.7% | -18.8% | +20.5% | +3.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -7.3% | +2.9% | -10.2% | -7.6% |
| 6M | -11.2% | +20.4% | -31.6% | -12.5% |
| YTD | -8.1% | -24.3% | +16.2% | -7.2% |
| 1Y | -8.0% | -17.2% | +9.1% | -7.8% |
| 3Y | +62.1% | -52.4% | +114.5% | +68.4% |
| 5Y | +55.7% | -43.7% | +99.4% | +52.3% |
| All | +55.7% | -42.9% | +98.6% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling