+918.3%
T vs IT
+6,324.9%
-5,406.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +2.0% | -6.8% | +8.8% | +2.9% |
| 30D | -1.0% | -0.6% | -0.5% | -1.1% |
| 3M | -8.1% | +3.1% | -11.2% | -8.8% |
| 6M | -8.3% | +25.5% | -33.8% | -12.1% |
| YTD | -6.1% | -23.5% | +17.4% | -4.7% |
| 1Y | -7.4% | -16.6% | +9.3% | -7.1% |
| 3Y | +65.4% | -53.1% | +118.6% | +76.8% |
| 5Y | +57.6% | -41.4% | +99.1% | +60.8% |
| 10Y | +61.4% | +90.9% | -29.6% | +36.0% |
| All | +918.3% | +6,324.9% | -5,406.6% | +404.8% |
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