+50.1%
TGT vs SITM
+4,437.5%
-4,387.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -3.6% | +3.7% | -7.3% | -3.9% |
| 30D | +4.4% | -14.5% | +18.9% | +5.7% |
| 3M | +25.4% | -10.6% | +35.9% | +25.0% |
| 6M | +33.4% | +65.5% | -32.2% | +22.6% |
| YTD | +65.6% | +67.0% | -1.4% | +50.9% |
| 1Y | +80.3% | +138.6% | -58.3% | +55.7% |
| 3Y | +42.1% | +421.8% | -379.7% | +5.5% |
| 5Y | -25.0% | +172.4% | -197.4% | -43.8% |
| All | +50.1% | +4,437.5% | -4,387.4% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling