+500.6%
SITM vs TLN
+583.6%
-83.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.8% | +4.6% |
| 7D | +9.7% | +7.1% | +2.7% | +5.9% |
| 30D | +12.7% | -3.9% | +16.6% | +15.4% |
| 3M | -13.4% | -16.2% | +2.7% | -5.1% |
| 6M | +59.6% | -5.8% | +65.4% | +62.5% |
| YTD | +73.3% | -15.4% | +88.7% | +81.9% |
| 1Y | +165.5% | -16.7% | +182.2% | +177.6% |
| 3Y | +368.7% | +473.8% | -105.0% | +156.8% |
| All | +500.6% | +583.6% | -83.0% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling