+239.1%
TPR vs SITM
+168.3%
+70.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | -3.4% | +8.4% | -11.7% | -4.8% |
| 30D | -27.3% | -17.4% | -9.9% | -25.2% |
| 3M | -16.2% | -9.8% | -6.4% | -16.7% |
| 6M | -17.9% | +83.0% | -100.9% | -31.7% |
| YTD | -7.1% | +69.6% | -76.7% | -22.0% |
| 1Y | +13.6% | +144.9% | -131.3% | -13.7% |
| 3Y | +293.7% | +429.9% | -136.1% | +125.2% |
| 5Y | +239.1% | +169.2% | +69.9% | +94.4% |
| All | +239.1% | +168.3% | +70.8% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling