+50.3%
TER vs IT
-15.3%
+65.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +9.3% |
| 7D | +5.9% | -6.8% | +12.7% | +2.2% |
| 30D | -30.8% | -0.6% | -30.2% | -30.2% |
| 3M | -29.9% | +3.1% | -33.0% | -26.6% |
| 6M | -27.5% | +25.5% | -52.9% | -11.9% |
| YTD | +37.5% | -23.5% | +61.0% | +42.6% |
| 1Y | +50.3% | -16.6% | +66.9% | +57.2% |
| All | +50.3% | -15.3% | +65.5% | +57.2% |
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