+55.4%
TRI vs SITM
+4,789.7%
-4,734.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.4% |
| 7D | -7.9% | +3.9% | -11.7% | -8.1% |
| 30D | -4.5% | -6.6% | +2.1% | -4.3% |
| 3M | +22.1% | -11.9% | +34.0% | +22.0% |
| 6M | -2.8% | +81.1% | -83.9% | -8.7% |
| YTD | -23.4% | +80.0% | -103.4% | -28.4% |
| 1Y | -41.5% | +145.8% | -187.4% | -47.1% |
| 3Y | -19.2% | +475.9% | -495.1% | -36.0% |
| 5Y | -9.4% | +189.2% | -198.6% | -27.9% |
| All | +55.4% | +4,789.7% | -4,734.3% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling