+25.8%
TFC vs SITM
+4,532.8%
-4,507.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -2.5% | +4.8% | -7.3% | -3.2% |
| 30D | -2.8% | -9.7% | +6.9% | -1.7% |
| 3M | +2.1% | -9.3% | +11.5% | +1.7% |
| 6M | +10.1% | +69.5% | -59.4% | -2.3% |
| YTD | +5.4% | +70.5% | -65.1% | -7.4% |
| 1Y | +16.3% | +145.3% | -128.9% | -5.0% |
| 3Y | +95.9% | +432.8% | -336.9% | +30.7% |
| 5Y | +16.0% | +174.0% | -158.0% | -21.8% |
| All | +25.8% | +4,532.8% | -4,507.0% | -54.6% |
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