+1,895.7%
TER vs IT
+88.4%
+1,807.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | +12.4% | -9.1% | +21.5% | +15.2% |
| 30D | +5.1% | -12.2% | +17.3% | +8.4% |
| 3M | +4.0% | +7.8% | -3.8% | -2.7% |
| 6M | +29.5% | +2.0% | +27.5% | +20.5% |
| YTD | +98.5% | -32.7% | +131.2% | +116.9% |
| 1Y | +234.1% | -31.1% | +265.2% | +256.9% |
| 3Y | +289.0% | -52.1% | +341.1% | +383.0% |
| 5Y | +228.2% | -46.3% | +274.4% | +279.8% |
| 10Y | +1,895.7% | +91.4% | +1,804.3% | +1,151.4% |
| All | +1,895.7% | +88.4% | +1,807.2% | +1,151.4% |
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