-24.5%
TE vs SITM
+423.6%
-448.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.6% |
| 7D | +0.9% | +4.8% | -4.0% | -1.4% |
| 30D | -16.3% | -9.7% | -6.6% | -13.3% |
| 3M | -40.8% | -9.3% | -31.4% | -38.9% |
| 6M | -42.6% | +69.5% | -112.1% | -56.0% |
| YTD | -31.4% | +70.5% | -102.0% | -49.0% |
| 1Y | +144.9% | +145.3% | -0.3% | +44.5% |
| All | -24.5% | +423.6% | -448.2% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling