+478.8%
SITM vs TLN
+589.3%
-110.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.5% |
| 7D | +3.7% | +5.8% | -2.1% | +0.6% |
| 30D | -14.5% | -6.9% | -7.7% | -11.3% |
| 3M | -10.6% | -10.9% | +0.3% | -5.2% |
| 6M | +65.5% | -4.6% | +70.1% | +66.9% |
| YTD | +67.0% | -14.7% | +81.7% | +74.4% |
| 1Y | +138.6% | -17.9% | +156.5% | +151.7% |
| 3Y | +421.8% | +483.9% | -62.0% | +183.7% |
| All | +478.8% | +589.3% | -110.6% | +227.4% |
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