+165.5%
SITM vs TRU
-7.3%
+172.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.5% | +6.2% |
| 7D | +9.7% | -6.8% | +16.5% | +9.4% |
| 30D | +12.7% | 0.0% | +12.7% | +12.6% |
| 3M | -13.4% | +13.3% | -26.7% | -15.6% |
| 6M | +59.6% | +3.4% | +56.2% | +57.5% |
| YTD | +73.3% | -6.4% | +79.7% | +73.5% |
| 1Y | +165.5% | -9.7% | +175.2% | +165.3% |
| All | +165.5% | -7.3% | +172.8% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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