+805.9%
TSM vs SITM
+4,608.4%
-3,802.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.7% | +1.3% |
| 7D | +2.7% | +9.7% | -7.0% | +0.5% |
| 30D | +3.6% | +12.7% | -9.1% | -0.5% |
| 3M | -3.4% | -13.4% | +10.0% | -1.7% |
| 6M | +20.6% | +59.6% | -39.0% | +4.0% |
| YTD | +41.9% | +73.3% | -31.4% | +18.9% |
| 1Y | +84.4% | +165.5% | -81.2% | +37.6% |
| 3Y | +380.2% | +368.7% | +11.5% | +192.9% |
| 5Y | +275.3% | +172.5% | +102.8% | +130.3% |
| All | +805.9% | +4,608.4% | -3,802.5% | +255.2% |
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