+523.7%
SITM vs TLN
+574.4%
-50.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.3% |
| 7D | +3.9% | -1.3% | +5.2% | +4.5% |
| 30D | -6.6% | -14.3% | +7.7% | +1.3% |
| 3M | -11.9% | -9.3% | -2.6% | -7.3% |
| 6M | +81.1% | -1.1% | +82.2% | +79.3% |
| YTD | +80.0% | -16.6% | +96.5% | +90.0% |
| 1Y | +145.8% | -22.0% | +167.8% | +166.8% |
| 3Y | +475.9% | +470.2% | +5.7% | +216.7% |
| All | +523.7% | +574.4% | -50.7% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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