+44.4%
SITM vs TRU
+2.1%
+42.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.6% | -13.9% | -8.2% |
| 7D | -19.5% | +10.5% | -30.1% | -17.5% |
| 30D | -43.2% | +28.7% | -71.9% | -40.3% |
| 3M | -30.8% | +0.7% | -31.5% | -29.6% |
| 6M | -28.6% | +19.3% | -47.9% | -28.9% |
| YTD | +14.2% | -3.7% | +17.9% | +15.4% |
| 1Y | +44.4% | +3.4% | +41.0% | +42.8% |
| All | +44.4% | +2.1% | +42.3% | +42.8% |
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