+99.9%
TMO vs SITM
+4,532.8%
-4,433.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -2.5% | +4.8% | -7.3% | -3.0% |
| 30D | -0.3% | -9.7% | +9.4% | +0.5% |
| 3M | +25.3% | -9.3% | +34.6% | +24.7% |
| 6M | +20.9% | +69.5% | -48.7% | +10.6% |
| YTD | +4.3% | +70.5% | -66.2% | -5.4% |
| 1Y | +27.0% | +145.3% | -118.2% | +9.0% |
| 3Y | +17.5% | +432.8% | -415.3% | -14.4% |
| 5Y | +6.9% | +174.0% | -167.1% | -21.2% |
| All | +99.9% | +4,532.8% | -4,433.0% | +7.0% |
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