-38.4%
TRI vs SITM
+174.8%
-213.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.5% | -12.0% | -4.7% |
| 7D | -0.5% | +9.7% | -10.2% | +0.6% |
| 30D | +7.9% | +12.7% | -4.8% | +9.8% |
| 3M | +24.1% | -13.4% | +37.5% | +24.5% |
| 6M | +3.8% | +59.6% | -55.8% | +7.6% |
| YTD | -16.9% | +73.3% | -90.2% | -13.1% |
| 1Y | -38.4% | +165.5% | -203.9% | -33.9% |
| All | -38.4% | +174.8% | -213.2% | -33.9% |
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