+77.9%
TEM vs SITM
+255.9%
-178.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.5% | -0.1% | -3.9% |
| 7D | -5.9% | +6.6% | -12.5% | -7.6% |
| 30D | +4.8% | -15.3% | +20.1% | +9.5% |
| 3M | +31.9% | -35.4% | +67.3% | +46.8% |
| 6M | +56.0% | -46.8% | +102.8% | +79.5% |
| YTD | +21.3% | +25.9% | -4.6% | -6.0% |
| 1Y | +5.4% | +54.0% | -48.6% | -25.6% |
| All | +77.9% | +255.9% | -178.1% | -39.2% |
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