-80.5%
TE vs IT
+19.2%
-99.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -19.1% | +1.1% | -20.1% | -19.2% |
| 30D | -34.1% | -1.8% | -32.3% | -34.6% |
| 3M | -60.1% | +4.8% | -65.0% | -61.2% |
| 6M | -66.0% | +33.0% | -99.0% | -69.3% |
| YTD | -71.4% | -23.8% | -47.6% | -70.4% |
| 1Y | -45.3% | -16.5% | -28.8% | -45.4% |
| 3Y | +9.1% | -53.6% | +62.8% | +35.8% |
| 5Y | -82.6% | -42.1% | -40.5% | -80.7% |
| All | -80.5% | +19.2% | -99.8% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling