+44.4%
SITM vs TDY
+22.9%
+21.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.8% | -4.6% | -3.8% |
| 7D | -19.5% | -5.0% | -14.5% | -14.2% |
| 30D | -43.2% | +2.0% | -45.2% | -44.0% |
| 3M | -30.8% | -7.7% | -23.1% | -23.5% |
| 6M | -28.6% | -0.9% | -27.7% | -26.2% |
| YTD | +14.2% | +23.7% | -9.6% | +4.9% |
| 1Y | +44.4% | +23.6% | +20.7% | +33.3% |
| All | +44.4% | +22.9% | +21.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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