+66.2%
TSM vs SITM
+140.9%
-74.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | +2.6% | +4.8% | -2.2% | +1.5% |
| 30D | +1.4% | -9.7% | +11.1% | +3.4% |
| 3M | +5.0% | -9.3% | +14.3% | +5.7% |
| 6M | +24.0% | +69.5% | -45.6% | +6.0% |
| YTD | +41.6% | +70.5% | -28.9% | +20.1% |
| 1Y | +66.2% | +145.3% | -79.1% | +33.3% |
| All | +66.2% | +140.9% | -74.7% | +33.3% |
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