+48.5%
TGT vs SITM
+4,789.7%
-4,741.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.5% |
| 7D | -5.2% | +3.9% | -9.1% | -5.6% |
| 30D | +1.2% | -6.6% | +7.8% | +1.6% |
| 3M | +18.4% | -11.9% | +30.3% | +18.3% |
| 6M | +33.4% | +81.1% | -47.7% | +21.6% |
| YTD | +63.8% | +80.0% | -16.2% | +48.1% |
| 1Y | +77.2% | +145.8% | -68.7% | +52.7% |
| 3Y | +41.8% | +475.9% | -434.1% | +4.1% |
| 5Y | -25.5% | +189.2% | -214.7% | -44.5% |
| All | +48.5% | +4,789.7% | -4,741.2% | -19.2% |
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 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