+25.8%
TMO vs SITM
+174.8%
-148.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -0.6% |
| 7D | -1.4% | +9.7% | -11.1% | -1.2% |
| 30D | +6.2% | +12.7% | -6.5% | +6.4% |
| 3M | +27.5% | -13.4% | +40.9% | +27.4% |
| 6M | +20.0% | +59.6% | -39.7% | +17.0% |
| YTD | +6.1% | +73.3% | -67.2% | +3.4% |
| 1Y | +25.8% | +165.5% | -139.7% | +20.6% |
| All | +25.8% | +174.8% | -148.9% | +20.6% |
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 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