+7.2%
TNA vs SITM
+4,789.7%
-4,782.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | -1.6% |
| 7D | -7.3% | +3.9% | -11.1% | -9.1% |
| 30D | -14.2% | -6.6% | -7.6% | -12.1% |
| 3M | -4.6% | -11.9% | +7.3% | -4.2% |
| 6M | +36.9% | +81.1% | -44.2% | -8.7% |
| YTD | +42.5% | +80.0% | -37.4% | -8.0% |
| 1Y | +45.8% | +145.8% | -100.1% | -23.0% |
| 3Y | +104.7% | +475.9% | -371.2% | -39.6% |
| 5Y | -21.7% | +189.2% | -210.9% | -71.0% |
| All | +7.2% | +4,789.7% | -4,782.5% | -88.2% |
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