+199.8%
TER vs IT
-24.5%
+224.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.1% | +3.9% |
| 7D | +0.6% | -6.0% | +6.6% | -1.4% |
| 30D | -8.3% | 0.0% | -8.3% | -7.7% |
| 3M | -12.2% | +13.1% | -25.3% | -2.8% |
| 6M | +17.0% | +11.7% | +5.3% | +31.7% |
| YTD | +84.6% | -26.1% | +110.7% | +105.2% |
| 1Y | +199.8% | -21.3% | +221.1% | +235.5% |
| All | +199.8% | -24.5% | +224.3% | +235.5% |
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