+6,051.8%
TER vs IT
+6,105.9%
-54.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +7.1% |
| 7D | +0.6% | -6.0% | +6.7% | +2.7% |
| 30D | -8.3% | 0.0% | -8.3% | -9.1% |
| 3M | -12.2% | +13.1% | -25.3% | -20.0% |
| 6M | +17.1% | +11.7% | +5.4% | +4.5% |
| YTD | +84.7% | -26.1% | +110.8% | +87.6% |
| 1Y | +199.9% | -21.3% | +221.2% | +195.0% |
| 3Y | +232.8% | -46.7% | +279.5% | +271.2% |
| 5Y | +198.6% | -40.5% | +239.1% | +220.8% |
| 10Y | +1,669.7% | +103.9% | +1,565.9% | +1,048.1% |
| All | +6,051.8% | +6,105.9% | -54.1% | +1,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling