+234.9%
TPR vs IT
-42.2%
+277.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +15.1% | -1.8% | +17.0% | +14.8% |
| 3M | +3.5% | +4.8% | -1.3% | +0.9% |
| 6M | +0.4% | +33.0% | -32.6% | -10.8% |
| YTD | +4.6% | -23.8% | +28.4% | +11.9% |
| 1Y | +33.1% | -16.5% | +49.6% | +36.7% |
| 3Y | +396.0% | -53.6% | +449.6% | +536.3% |
| All | +234.9% | -42.2% | +277.2% | +240.5% |
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