+4,437.5%
SITM vs TRU
-7.0%
+4,444.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | +3.7% | -6.5% | +10.2% | +8.1% |
| 30D | -14.5% | -2.5% | -12.0% | -14.4% |
| 3M | -10.6% | +10.4% | -20.9% | -22.1% |
| 6M | +65.5% | +1.6% | +63.9% | +52.0% |
| YTD | +67.0% | -9.7% | +76.7% | +63.0% |
| 1Y | +138.6% | -17.3% | +155.9% | +146.1% |
| 3Y | +421.8% | -1.8% | +423.7% | +349.7% |
| 5Y | +172.4% | -36.2% | +208.7% | +241.6% |
| All | +4,437.5% | -7.0% | +4,444.4% | +5,977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling