+4,437.5%
SITM vs TW
+141.5%
+4,296.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +3.7% | -0.5% | +4.2% | +4.0% |
| 30D | -14.5% | -0.6% | -13.9% | -14.4% |
| 3M | -10.6% | +3.4% | -14.0% | -15.3% |
| 6M | +65.5% | -18.4% | +84.0% | +81.5% |
| YTD | +67.0% | -3.9% | +70.9% | +62.0% |
| 1Y | +138.6% | -13.3% | +151.9% | +147.5% |
| 3Y | +421.8% | +20.8% | +401.0% | +294.6% |
| 5Y | +172.4% | +20.3% | +152.2% | +101.5% |
| All | +4,437.5% | +141.5% | +4,296.0% | +2,046.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling