+448.9%
TPR vs SITM
+4,608.4%
-4,159.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -1.2% |
| 7D | -2.3% | +9.7% | -12.0% | -4.0% |
| 30D | -23.0% | +12.7% | -35.7% | -25.6% |
| 3M | -12.5% | -13.4% | +1.0% | -12.4% |
| 6M | -21.4% | +59.6% | -81.0% | -32.4% |
| YTD | -3.5% | +73.3% | -76.8% | -18.8% |
| 1Y | +17.4% | +165.5% | -148.2% | -11.5% |
| 3Y | +291.3% | +368.7% | -77.5% | +138.1% |
| 5Y | +241.9% | +172.5% | +69.4% | +109.4% |
| All | +448.9% | +4,608.4% | -4,159.4% | +72.2% |
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