-53.1%
TE vs IT
+11.4%
-64.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | -0.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.7% |
| 30D | -5.9% | +0.1% | -6.0% | -6.3% |
| 3M | -45.6% | +20.7% | -66.3% | -48.9% |
| 6M | -43.4% | +12.0% | -55.3% | -46.2% |
| YTD | -31.0% | -28.8% | -2.2% | -26.7% |
| 1Y | +145.2% | -25.5% | +170.7% | +153.1% |
| 3Y | -24.1% | -48.8% | +24.7% | -8.6% |
| 5Y | -48.1% | -42.7% | -5.4% | -41.1% |
| All | -53.1% | +11.4% | -64.5% | -47.8% |
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 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