+53.8%
SITM vs TAP
-13.1%
+66.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.6% |
| 7D | +32.5% | -6.3% | +38.9% | +28.7% |
| 30D | -18.8% | +2.7% | -21.5% | -17.5% |
| 3M | -30.9% | -3.7% | -27.1% | -30.7% |
| 6M | -44.5% | -2.0% | -42.4% | -43.4% |
| YTD | +33.2% | -12.3% | +45.6% | +39.0% |
| 1Y | +53.8% | -10.1% | +63.9% | +62.5% |
| All | +53.8% | -13.1% | +66.9% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling