-45.3%
TE vs IT
-15.8%
-29.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -2.8% |
| 7D | -19.1% | +1.1% | -20.1% | -18.8% |
| 30D | -34.1% | -1.8% | -32.3% | -34.4% |
| 3M | -60.1% | +4.8% | -65.0% | -59.1% |
| 6M | -66.0% | +33.0% | -99.0% | -61.1% |
| YTD | -71.4% | -23.8% | -47.6% | -78.1% |
| 1Y | -45.3% | -16.5% | -28.8% | -51.0% |
| All | -45.3% | -15.8% | -29.4% | -51.0% |
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