+315.6%
SITM vs TAP
-22.2%
+337.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.8% | -4.5% |
| 7D | +6.6% | +1.3% | +5.4% | +7.2% |
| 30D | -15.3% | +5.7% | -21.0% | -13.6% |
| 3M | -35.4% | -1.9% | -33.5% | -34.7% |
| 6M | -46.8% | +0.9% | -47.7% | -45.7% |
| YTD | +25.9% | -9.5% | +35.4% | +27.5% |
| 1Y | +54.0% | -9.0% | +63.0% | +56.2% |
| 3Y | +315.6% | -22.2% | +337.8% | +312.3% |
| All | +315.6% | -22.2% | +337.7% | +312.3% |
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 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