-28.0%
TSN vs SITM
+4,789.7%
-4,817.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.8% |
| 7D | +3.0% | +3.9% | -0.8% | +2.9% |
| 30D | -4.2% | -6.6% | +2.4% | -4.0% |
| 3M | -3.9% | -11.9% | +8.0% | -3.8% |
| 6M | -9.8% | +81.1% | -91.0% | -13.1% |
| YTD | -7.3% | +80.0% | -87.2% | -10.8% |
| 1Y | -2.2% | +145.8% | -148.0% | -7.8% |
| 3Y | +11.9% | +475.9% | -464.0% | -3.1% |
| 5Y | -16.9% | +189.2% | -206.2% | -28.3% |
| All | -28.0% | +4,789.7% | -4,817.7% | -55.1% |
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