+9.5%
TPR vs SITM
+140.0%
-130.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | -7.3% | +3.7% | -11.0% | -7.5% |
| 30D | -30.7% | -14.5% | -16.2% | -30.3% |
| 3M | -21.6% | -10.6% | -11.1% | -21.7% |
| 6M | -21.3% | +65.5% | -86.9% | -29.2% |
| YTD | -10.2% | +67.0% | -77.2% | -19.4% |
| 1Y | +9.5% | +138.6% | -129.1% | -5.4% |
| All | +9.5% | +140.0% | -130.5% | -5.4% |
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 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