+411.0%
TPR vs SITM
+4,437.5%
-4,026.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -7.3% | +3.7% | -11.0% | -8.0% |
| 30D | -30.7% | -14.5% | -16.2% | -29.1% |
| 3M | -21.6% | -10.6% | -11.1% | -21.9% |
| 6M | -21.3% | +65.5% | -86.9% | -32.8% |
| YTD | -10.2% | +67.0% | -77.2% | -23.9% |
| 1Y | +9.5% | +138.6% | -129.1% | -15.6% |
| 3Y | +280.8% | +421.8% | -141.0% | +126.3% |
| 5Y | +218.7% | +172.4% | +46.3% | +95.2% |
| All | +411.0% | +4,437.5% | -4,026.4% | +61.4% |
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