+88.6%
TGT vs SITM
+47.5%
+41.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.4% | +15.0% | +5.1% |
| 7D | +9.5% | -19.5% | +29.0% | +8.4% |
| 30D | +6.6% | -43.2% | +49.8% | +4.0% |
| 3M | +11.0% | -30.8% | +41.8% | +9.5% |
| 6M | +29.9% | -28.6% | +58.4% | +28.3% |
| YTD | +71.4% | +14.2% | +57.3% | +72.0% |
| 1Y | +88.6% | +44.4% | +44.2% | +91.7% |
| All | +88.6% | +47.5% | +41.1% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling