+44.4%
SITM vs TW
+20.8%
+23.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.0% | -10.4% | -9.1% |
| 7D | -19.5% | +6.0% | -25.5% | -18.4% |
| 30D | -43.2% | +18.6% | -61.8% | -41.2% |
| 3M | -30.8% | +26.5% | -57.4% | -27.5% |
| 6M | -28.6% | +13.1% | -41.7% | -23.2% |
| YTD | +14.2% | +18.5% | -4.4% | +10.7% |
| 1Y | +44.4% | +21.7% | +22.7% | +34.1% |
| All | +44.4% | +20.8% | +23.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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