+897.2%
T vs IT
+6,259.0%
-5,361.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.7% | -18.8% | +20.5% | +4.4% |
| 30D | -1.7% | -0.1% | -1.6% | -1.9% |
| 3M | -7.3% | +2.9% | -10.2% | -8.1% |
| 6M | -11.2% | +20.4% | -31.6% | -14.4% |
| YTD | -8.1% | -24.3% | +16.2% | -6.5% |
| 1Y | -8.0% | -17.2% | +9.1% | -7.7% |
| 3Y | +62.1% | -52.4% | +114.5% | +72.8% |
| 5Y | +55.7% | -43.7% | +99.4% | +59.7% |
| 10Y | +54.1% | +90.3% | -36.2% | +29.9% |
| All | +897.2% | +6,259.0% | -5,361.8% | +395.1% |
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