+379.3%
TT vs SITM
+4,532.8%
-4,153.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -1.0% | +4.8% | -5.8% | -1.6% |
| 30D | -8.9% | -9.7% | +0.8% | -7.9% |
| 3M | -1.8% | -9.3% | +7.5% | -1.9% |
| 6M | +1.9% | +69.5% | -67.6% | -7.2% |
| YTD | +13.8% | +70.5% | -56.7% | +3.0% |
| 1Y | +6.1% | +145.3% | -139.1% | -9.2% |
| 3Y | +119.6% | +432.8% | -313.2% | +62.0% |
| 5Y | +145.9% | +174.0% | -28.2% | +82.5% |
| All | +379.3% | +4,532.8% | -4,153.5% | +140.1% |
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