+224.0%
TER vs IT
-29.3%
+253.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.4% | +11.6% | +1.6% |
| 7D | +11.0% | -9.1% | +20.1% | +7.7% |
| 30D | -1.9% | -7.0% | +5.1% | -3.5% |
| 3M | -0.7% | +7.6% | -8.3% | +8.2% |
| 6M | +36.4% | +2.1% | +34.2% | +49.6% |
| YTD | +92.4% | -31.6% | +124.0% | +109.0% |
| All | +224.0% | -29.3% | +253.3% | +247.9% |
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