+72.4%
TER vs IT
-42.9%
+115.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.7% |
| 7D | -5.8% | -18.8% | +13.1% | -3.7% |
| 30D | -38.9% | -0.1% | -38.8% | -39.4% |
| 3M | -35.1% | +2.9% | -38.0% | -36.6% |
| 6M | -31.6% | +20.4% | -52.0% | -36.4% |
| YTD | +27.2% | -24.3% | +51.5% | +39.4% |
| 1Y | +35.2% | -17.2% | +52.4% | +40.5% |
| 3Y | +192.8% | -52.4% | +245.2% | +304.8% |
| 5Y | +72.4% | -43.7% | +116.1% | +97.9% |
| All | +72.4% | -42.9% | +115.3% | +97.9% |
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 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