+152.3%
TDG vs SITM
+4,789.7%
-4,637.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +0.5% |
| 7D | -1.9% | +3.9% | -5.7% | -2.4% |
| 30D | -7.7% | -6.6% | -1.1% | -7.1% |
| 3M | -9.3% | -11.9% | +2.5% | -9.3% |
| 6M | -9.4% | +81.1% | -90.5% | -19.1% |
| YTD | -14.3% | +80.0% | -94.2% | -24.0% |
| 1Y | -11.8% | +145.8% | -157.7% | -26.2% |
| 3Y | +52.0% | +475.9% | -423.9% | +3.0% |
| 5Y | +128.8% | +189.2% | -60.4% | +58.1% |
| All | +152.3% | +4,789.7% | -4,637.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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