+255.1%
TPR vs SITM
+48.9%
+206.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +17.4% | -18.5% | -4.0% |
| 7D | +14.2% | -6.7% | +20.9% | +14.7% |
| 30D | +17.1% | -37.3% | +54.4% | +25.5% |
| 3M | -17.7% | -39.4% | +21.6% | -12.1% |
| 6M | -10.2% | -33.1% | +22.9% | -9.5% |
| YTD | +4.9% | +18.0% | -13.1% | -7.9% |
| 1Y | +36.1% | +22.7% | +13.4% | +17.9% |
| 3Y | +416.5% | +283.8% | +132.7% | +203.8% |
| All | +255.1% | +48.9% | +206.2% | +119.4% |
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