-53.2%
TE vs IT
+15.7%
-68.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.2% |
| 7D | -4.0% | -6.0% | +2.1% | -2.8% |
| 30D | -15.9% | 0.0% | -15.9% | -16.1% |
| 3M | -60.5% | +13.1% | -73.6% | -62.1% |
| 6M | -35.2% | +11.7% | -46.9% | -38.2% |
| YTD | -31.1% | -26.1% | -5.0% | -27.2% |
| 1Y | +148.6% | -21.3% | +169.9% | +153.7% |
| 3Y | -26.4% | -46.7% | +20.3% | -11.9% |
| 5Y | -48.0% | -40.5% | -7.5% | -41.2% |
| All | -53.2% | +15.7% | -68.8% | -48.1% |
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