+165.5%
SITM vs TDY
+11.8%
+153.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.1% | +6.0% |
| 7D | +9.7% | -1.8% | +11.5% | +12.1% |
| 30D | +12.7% | -10.7% | +23.4% | +29.1% |
| 3M | -13.4% | -1.3% | -12.1% | -9.6% |
| 6M | +59.6% | -10.6% | +70.2% | +80.1% |
| YTD | +73.3% | +19.6% | +53.7% | +49.2% |
| 1Y | +165.5% | +11.6% | +153.9% | +159.4% |
| All | +165.5% | +11.8% | +153.8% | +159.4% |
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