+165.5%
SITM vs TPG
-6.0%
+171.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +7.0% |
| 7D | +9.7% | -2.4% | +12.2% | +10.8% |
| 30D | +12.7% | +11.1% | +1.6% | +6.9% |
| 3M | -13.4% | +26.3% | -39.7% | -22.5% |
| 6M | +59.6% | +18.3% | +41.3% | +46.7% |
| YTD | +73.3% | -14.4% | +87.7% | +92.2% |
| 1Y | +165.5% | -6.7% | +172.3% | +166.5% |
| All | +165.5% | -6.0% | +171.6% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling