+54.8%
TRI vs SITM
+4,437.5%
-4,382.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.8% |
| 7D | -8.4% | +3.7% | -12.1% | -8.6% |
| 30D | -6.5% | -14.5% | +8.0% | -5.9% |
| 3M | +18.6% | -10.6% | +29.1% | +18.2% |
| 6M | -10.4% | +65.5% | -76.0% | -15.4% |
| YTD | -23.7% | +67.0% | -90.7% | -28.4% |
| 1Y | -42.5% | +138.6% | -181.1% | -48.0% |
| 3Y | -19.3% | +421.8% | -441.1% | -35.6% |
| 5Y | -9.7% | +172.4% | -182.1% | -27.9% |
| All | +54.8% | +4,437.5% | -4,382.7% | -10.4% |
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