+4,789.7%
SITM vs TDY
+74.2%
+4,715.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.3% |
| 7D | +3.9% | -1.1% | +5.0% | +5.1% |
| 30D | -6.6% | -12.0% | +5.5% | +6.5% |
| 3M | -11.9% | -3.2% | -8.7% | -7.7% |
| 6M | +81.1% | -7.9% | +89.0% | +100.2% |
| YTD | +80.0% | +18.2% | +61.8% | +55.0% |
| 1Y | +145.8% | +6.7% | +139.2% | +135.1% |
| 3Y | +475.9% | +47.5% | +428.3% | +311.2% |
| 5Y | +189.2% | +39.5% | +149.7% | +124.8% |
| All | +4,789.7% | +74.2% | +4,715.5% | +3,367.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling