-19.2%
TRI vs SITM
+452.7%
-471.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.9% |
| 7D | -7.9% | +3.9% | -11.7% | -7.8% |
| 30D | -4.5% | -6.6% | +2.1% | -4.6% |
| 3M | +22.1% | -11.9% | +34.0% | +22.5% |
| 6M | -2.8% | +81.1% | -83.9% | -3.6% |
| YTD | -23.4% | +80.0% | -103.4% | -24.1% |
| 1Y | -41.5% | +145.8% | -187.4% | -42.7% |
| 3Y | -19.2% | +475.9% | -495.1% | -28.5% |
| All | -19.2% | +452.7% | -471.9% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling