+509.5%
TPR vs SITM
+3,318.8%
-2,809.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.2% |
| 7D | +12.1% | -0.1% | +12.2% | +11.2% |
| 30D | +16.7% | -27.4% | +44.1% | +21.9% |
| 3M | -17.4% | -35.6% | +18.2% | -12.6% |
| 6M | +2.3% | -46.6% | +48.9% | +9.7% |
| YTD | +7.1% | +25.8% | -18.7% | -6.2% |
| 1Y | +29.5% | +38.2% | -8.8% | +10.7% |
| 3Y | +415.0% | +311.5% | +103.5% | +214.4% |
| 5Y | +261.5% | +94.6% | +166.8% | +133.1% |
| All | +509.5% | +3,318.8% | -2,809.3% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling