+285.0%
TSM vs SITM
+164.5%
+120.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +4.8% | +3.7% | +1.1% | +3.8% |
| 30D | +4.0% | -14.5% | +18.5% | +7.9% |
| 3M | +2.0% | -10.6% | +12.5% | +3.0% |
| 6M | +25.5% | +65.5% | -40.0% | +5.1% |
| YTD | +44.0% | +67.0% | -23.0% | +18.8% |
| 1Y | +75.4% | +138.6% | -63.2% | +29.1% |
| 3Y | +406.7% | +421.8% | -15.1% | +178.3% |
| 5Y | +285.0% | +172.4% | +112.5% | +110.3% |
| All | +285.0% | +164.5% | +120.5% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling