+1.5%
TT vs IT
-15.8%
+17.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | +4.0% | +1.1% | +3.0% | +4.2% |
| 30D | -11.3% | -1.8% | -9.5% | -11.3% |
| 3M | -12.3% | +4.8% | -17.1% | -11.3% |
| 6M | -10.8% | +33.0% | -43.9% | -5.5% |
| YTD | +8.2% | -23.8% | +32.0% | +8.5% |
| 1Y | +1.5% | -16.5% | +18.0% | -2.3% |
| All | +1.5% | -15.8% | +17.3% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling