+362.1%
TT vs SITM
+3,519.6%
-3,157.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +8.1% | +32.5% | -24.5% | +4.1% |
| 30D | -11.3% | -18.8% | +7.5% | -9.3% |
| 3M | -11.2% | -30.9% | +19.7% | -7.8% |
| 6M | -8.9% | -44.5% | +35.6% | -4.0% |
| YTD | +9.7% | +33.2% | -23.5% | +1.7% |
| 1Y | +1.3% | +53.8% | -52.6% | -8.1% |
| 3Y | +93.4% | +335.7% | -242.3% | +45.6% |
| 5Y | +133.5% | +84.6% | +48.9% | +81.5% |
| All | +362.1% | +3,519.6% | -3,157.5% | +137.1% |
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