+475.9%
SITM vs TPG
+81.8%
+394.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.3% |
| 7D | +3.9% | -9.4% | +13.3% | +12.0% |
| 30D | -6.6% | -5.3% | -1.3% | -3.9% |
| 3M | -11.9% | +12.9% | -24.8% | -22.2% |
| 6M | +81.1% | +20.1% | +61.0% | +48.7% |
| YTD | +80.0% | -22.5% | +102.5% | +113.8% |
| 1Y | +145.8% | -19.7% | +165.5% | +182.2% |
| 3Y | +475.9% | +81.2% | +394.7% | +225.7% |
| All | +475.9% | +81.8% | +394.1% | +225.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling