+361.7%
SITM vs TLN
+733.8%
-372.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.6% |
| 7D | +32.5% | +22.3% | +10.3% | +19.1% |
| 30D | -18.8% | +1.2% | -20.0% | -18.6% |
| 3M | -30.9% | +5.9% | -36.8% | -32.8% |
| 6M | -44.5% | +3.2% | -47.7% | -45.5% |
| YTD | +33.2% | +3.2% | +30.1% | +26.0% |
| 1Y | +53.8% | +5.2% | +48.6% | +43.2% |
| 3Y | +335.7% | +606.3% | -270.6% | +113.6% |
| All | +361.7% | +733.8% | -372.1% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling