+4,532.8%
SITM vs TAP
-10.9%
+4,543.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.8% | -5.3% | +10.1% | +6.2% |
| 30D | -9.7% | -7.4% | -2.4% | -8.3% |
| 3M | -9.3% | -4.9% | -4.4% | -9.0% |
| 6M | +69.5% | -14.2% | +83.7% | +74.8% |
| YTD | +70.5% | -14.8% | +85.3% | +75.7% |
| 1Y | +145.3% | -18.1% | +163.4% | +153.9% |
| 3Y | +432.8% | -32.7% | +465.5% | +476.3% |
| 5Y | +174.0% | -0.5% | +174.5% | +141.6% |
| All | +4,532.8% | -10.9% | +4,543.8% | +4,300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling