+4,437.5%
SITM vs TD
+171.2%
+4,266.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.3% |
| 7D | +3.7% | -1.9% | +5.6% | +5.7% |
| 30D | -14.5% | -1.6% | -12.9% | -12.8% |
| 3M | -10.6% | +4.6% | -15.2% | -14.0% |
| 6M | +65.5% | +26.8% | +38.7% | +32.0% |
| YTD | +67.0% | +28.3% | +38.7% | +30.9% |
| 1Y | +138.6% | +60.4% | +78.2% | +49.3% |
| 3Y | +421.8% | +125.7% | +296.1% | +129.0% |
| 5Y | +172.4% | +122.4% | +50.1% | +25.7% |
| All | +4,437.5% | +171.2% | +4,266.3% | +2,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling