+445.6%
SITM vs TW
+20.3%
+425.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +4.8% | -2.7% | +7.6% | +5.3% |
| 30D | -9.7% | -1.7% | -8.0% | -9.5% |
| 3M | -9.3% | +1.6% | -10.9% | -11.0% |
| 6M | +69.5% | -17.7% | +87.2% | +78.8% |
| YTD | +70.5% | -4.3% | +74.9% | +67.7% |
| 1Y | +145.3% | -13.1% | +158.4% | +148.6% |
| All | +445.6% | +20.3% | +425.4% | +438.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling