+177.1%
SITM vs TPG
+74.1%
+103.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.2% |
| 7D | +3.9% | -9.4% | +13.3% | +12.3% |
| 30D | -6.6% | -5.3% | -1.3% | -3.8% |
| 3M | -11.9% | +12.9% | -24.8% | -22.3% |
| 6M | +81.1% | +20.1% | +61.0% | +48.6% |
| YTD | +80.0% | -22.5% | +102.5% | +110.5% |
| 1Y | +145.8% | -19.7% | +165.5% | +179.2% |
| 3Y | +475.9% | +81.2% | +394.7% | +225.6% |
| All | +177.1% | +74.1% | +103.0% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling