+143.6%
TE vs IT
-27.0%
+170.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.6% |
| 7D | +0.9% | -12.7% | +13.6% | -2.4% |
| 30D | -16.3% | -8.9% | -7.4% | -18.1% |
| 3M | -40.8% | +10.1% | -50.9% | -35.4% |
| 6M | -42.6% | +7.3% | -49.9% | -38.4% |
| YTD | -31.4% | -32.4% | +0.9% | -40.5% |
| All | +143.6% | -27.0% | +170.7% | +120.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling