+102.1%
TMO vs SITM
+4,789.7%
-4,687.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.5% |
| 7D | -0.6% | +3.9% | -4.5% | -1.0% |
| 30D | +1.1% | -6.6% | +7.7% | +1.6% |
| 3M | +28.3% | -11.9% | +40.2% | +28.3% |
| 6M | +23.3% | +81.1% | -57.9% | +12.0% |
| YTD | +5.5% | +80.0% | -74.5% | -4.9% |
| 1Y | +24.5% | +145.8% | -121.3% | +7.0% |
| 3Y | +19.6% | +475.9% | -456.3% | -13.6% |
| 5Y | +8.1% | +189.2% | -181.1% | -20.8% |
| All | +102.1% | +4,789.7% | -4,687.6% | +7.6% |
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