+66.1%
T vs IT
-44.6%
+110.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.1% |
| 7D | -1.5% | -9.1% | +7.6% | -1.1% |
| 30D | +7.6% | -7.0% | +14.6% | +7.9% |
| 3M | +15.3% | +7.6% | +7.7% | +14.3% |
| 6M | -8.5% | +2.1% | -10.6% | -9.1% |
| YTD | +6.8% | -31.6% | +38.4% | +8.3% |
| 1Y | -7.2% | -29.9% | +22.7% | -6.2% |
| 3Y | +108.2% | -51.3% | +159.5% | +114.3% |
| 5Y | +66.1% | -44.8% | +110.8% | +60.5% |
| All | +66.1% | -44.6% | +110.6% | +60.5% |
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