+185.2%
SITM vs TW
+19.5%
+165.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +3.9% | -4.5% | +8.3% | +6.1% |
| 30D | -6.6% | -2.3% | -4.3% | -5.7% |
| 3M | -11.9% | +2.6% | -14.5% | -15.6% |
| 6M | +81.1% | -17.5% | +98.7% | +95.9% |
| YTD | +80.0% | -5.3% | +85.3% | +76.2% |
| 1Y | +145.8% | -14.8% | +160.6% | +156.6% |
| 3Y | +475.9% | +18.8% | +457.0% | +332.0% |
| All | +185.2% | +19.5% | +165.8% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling