+445.6%
SITM vs TD
+125.8%
+319.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.2% |
| 7D | +4.8% | -2.6% | +7.4% | +7.7% |
| 30D | -9.7% | -1.0% | -8.7% | -8.4% |
| 3M | -9.3% | +5.6% | -15.0% | -13.6% |
| 6M | +69.5% | +27.1% | +42.4% | +35.2% |
| YTD | +70.5% | +29.4% | +41.1% | +33.1% |
| 1Y | +145.3% | +60.7% | +84.6% | +55.1% |
| All | +445.6% | +125.8% | +319.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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