+219.1%
TER vs IT
-44.6%
+263.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.4% | +11.6% | +5.5% |
| 7D | +11.0% | -9.1% | +20.1% | +12.6% |
| 30D | -1.9% | -7.0% | +5.1% | -1.2% |
| 3M | -0.7% | +7.6% | -8.3% | -3.8% |
| 6M | +36.4% | +2.1% | +34.2% | +31.7% |
| YTD | +92.4% | -31.6% | +124.0% | +116.7% |
| 1Y | +213.5% | -29.9% | +243.4% | +244.5% |
| 3Y | +277.2% | -51.3% | +328.5% | +384.6% |
| 5Y | +219.1% | -44.8% | +263.9% | +256.4% |
| All | +219.1% | -44.6% | +263.7% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling