+256.1%
TPR vs IT
-43.2%
+299.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | +14.2% | -16.9% | +31.1% | +19.3% |
| 30D | +17.1% | +2.3% | +14.8% | +15.5% |
| 3M | -17.7% | +2.9% | -20.6% | -19.4% |
| 6M | -10.2% | +25.9% | -36.0% | -19.0% |
| YTD | +4.9% | -24.6% | +29.6% | +12.6% |
| 1Y | +36.1% | -16.0% | +52.2% | +39.2% |
| 3Y | +416.5% | -51.6% | +468.0% | +541.9% |
| All | +256.1% | -43.2% | +299.3% | +265.7% |
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