+744.4%
TSM vs SITM
+3,319.5%
-2,575.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.9% | -0.3% |
| 7D | +6.2% | +6.6% | -0.4% | +4.5% |
| 30D | -7.3% | -15.3% | +8.0% | -4.0% |
| 3M | -7.1% | -35.4% | +28.3% | +1.6% |
| 6M | +0.2% | -46.8% | +47.0% | +12.9% |
| YTD | +32.2% | +25.9% | +6.4% | +18.5% |
| 1Y | +42.8% | +54.0% | -11.2% | +21.5% |
| 3Y | +330.4% | +315.6% | +14.8% | +169.8% |
| 5Y | +263.9% | +74.4% | +189.5% | +146.0% |
| All | +744.4% | +3,319.5% | -2,575.1% | +253.7% |
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