+7,716.4%
TPR vs IT
+1,453.5%
+6,262.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.9% |
| 7D | -2.3% | -6.0% | +3.7% | 0.0% |
| 30D | -23.0% | 0.0% | -23.0% | -23.4% |
| 3M | -12.5% | +13.1% | -25.5% | -19.5% |
| 6M | -21.4% | +11.7% | -33.1% | -29.0% |
| YTD | -3.5% | -26.1% | +22.6% | +2.1% |
| 1Y | +17.4% | -21.3% | +38.6% | +19.7% |
| 3Y | +291.3% | -46.7% | +338.0% | +352.6% |
| 5Y | +241.9% | -40.5% | +282.4% | +272.4% |
| 10Y | +322.7% | +103.9% | +218.8% | +161.4% |
| All | +7,716.4% | +1,453.5% | +6,262.9% | +1,707.3% |
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