+434.4%
SITM vs TAP
-33.0%
+467.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.6% |
| 7D | +3.7% | -5.1% | +8.8% | +2.9% |
| 30D | -14.5% | -8.4% | -6.1% | -15.5% |
| 3M | -10.6% | -3.9% | -6.6% | -10.7% |
| 6M | +65.5% | -14.4% | +79.9% | +64.3% |
| YTD | +67.0% | -14.7% | +81.8% | +66.0% |
| 1Y | +138.6% | -18.7% | +157.3% | +139.3% |
| All | +434.4% | -33.0% | +467.4% | +449.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling