+4,789.7%
SITM vs TW
+137.9%
+4,651.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.1% |
| 7D | +3.9% | -4.5% | +8.3% | +6.7% |
| 30D | -6.6% | -2.3% | -4.3% | -5.6% |
| 3M | -11.9% | +2.6% | -14.5% | -16.1% |
| 6M | +81.1% | -17.5% | +98.7% | +96.7% |
| YTD | +80.0% | -5.3% | +85.3% | +76.0% |
| 1Y | +145.8% | -14.8% | +160.6% | +157.4% |
| 3Y | +475.9% | +18.8% | +457.0% | +339.8% |
| 5Y | +189.2% | +20.7% | +168.5% | +112.8% |
| All | +4,789.7% | +137.9% | +4,651.8% | +2,231.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling