+3,519.6%
SITM vs TAP
-8.3%
+3,527.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +32.5% | -6.3% | +38.9% | +34.0% |
| 30D | -18.8% | +2.7% | -21.5% | -20.1% |
| 3M | -30.9% | -3.7% | -27.1% | -31.1% |
| 6M | -44.5% | -2.0% | -42.4% | -45.3% |
| YTD | +33.2% | -12.3% | +45.6% | +34.9% |
| 1Y | +53.8% | -10.1% | +63.9% | +54.1% |
| 3Y | +335.7% | -25.3% | +361.0% | +348.8% |
| 5Y | +84.6% | -1.9% | +86.6% | +63.6% |
| All | +3,519.6% | -8.3% | +3,527.9% | +3,279.3% |
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