+4,532.8%
SITM vs TDY
+72.1%
+4,460.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.9% |
| 7D | +4.8% | -1.9% | +6.7% | +6.9% |
| 30D | -9.7% | -12.5% | +2.8% | +3.4% |
| 3M | -9.3% | -0.8% | -8.5% | -7.1% |
| 6M | +69.5% | -9.0% | +78.5% | +89.5% |
| YTD | +70.5% | +16.8% | +53.7% | +48.5% |
| 1Y | +145.3% | +9.5% | +135.8% | +128.8% |
| 3Y | +432.8% | +45.4% | +387.4% | +285.8% |
| 5Y | +174.0% | +37.8% | +136.2% | +115.5% |
| All | +4,532.8% | +72.1% | +4,460.8% | +3,223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling