+145.0%
TT vs SITM
+168.3%
-23.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +1.6% | +8.4% | -6.8% | +0.5% |
| 30D | -7.3% | -17.4% | +10.1% | -5.2% |
| 3M | -2.6% | -9.8% | +7.2% | -2.6% |
| 6M | +5.9% | +83.0% | -77.1% | -5.3% |
| YTD | +15.4% | +69.6% | -54.2% | +3.7% |
| 1Y | +8.2% | +144.9% | -136.7% | -8.5% |
| 3Y | +122.7% | +429.9% | -307.2% | +60.5% |
| 5Y | +145.0% | +169.2% | -24.2% | +71.6% |
| All | +145.0% | +168.3% | -23.3% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling