+363.0%
TT vs SITM
+3,535.1%
-3,172.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.4% | +0.1% |
| 7D | +3.5% | +17.2% | -13.7% | +1.2% |
| 30D | -11.0% | -17.1% | +6.1% | -9.3% |
| 3M | -12.0% | -29.2% | +17.2% | -9.0% |
| 6M | -10.4% | -47.6% | +37.2% | -5.0% |
| YTD | +9.9% | +33.8% | -23.9% | +1.8% |
| 1Y | +1.5% | +54.1% | -52.6% | -7.9% |
| 3Y | +93.7% | +337.6% | -243.8% | +45.8% |
| 5Y | +139.2% | +89.7% | +49.5% | +85.4% |
| All | +363.0% | +3,535.1% | -3,172.1% | +137.4% |
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