+17.6%
TEAM vs SITM
+3,319.5%
-3,301.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.5% |
| 7D | -2.4% | +6.6% | -9.0% | -3.7% |
| 30D | -26.7% | -15.3% | -11.4% | -25.3% |
| 3M | -9.6% | -35.4% | +25.7% | -4.3% |
| 6M | +86.0% | -46.8% | +132.8% | +98.8% |
| YTD | -7.5% | +25.9% | -33.4% | -22.7% |
| 1Y | -1.4% | +54.0% | -55.4% | -22.1% |
| 3Y | -14.3% | +315.6% | -329.9% | -53.3% |
| 5Y | -66.3% | +74.4% | -140.7% | -79.2% |
| All | +17.6% | +3,319.5% | -3,301.9% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling