+1,061.6%
T vs IT
+6,105.9%
-5,044.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.3% |
| 7D | -1.3% | -6.0% | +4.8% | -0.5% |
| 30D | +11.4% | 0.0% | +11.4% | +11.2% |
| 3M | +14.3% | +13.1% | +1.2% | +11.6% |
| 6M | -9.3% | +11.7% | -21.0% | -11.6% |
| YTD | +7.1% | -26.1% | +33.2% | +9.6% |
| 1Y | -9.1% | -21.3% | +12.2% | -8.1% |
| 3Y | +105.3% | -46.7% | +152.1% | +115.6% |
| 5Y | +66.8% | -40.5% | +107.3% | +70.1% |
| 10Y | +66.8% | +103.9% | -37.1% | +39.7% |
| All | +1,061.6% | +6,105.9% | -5,044.3% | +480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling